greetings,
I've never used Delphi, always connect to MySQL using PHP, but transactions can be performed. There are two possibilities, either:
1. Use genuine transaction-safe ACID compliant tables such as InnoDB -
http://dev.mysql.com/doc/mysql/en/InnoDB_overview.html
in conjunction with transaction syntax, BEGIN / ROLLBACK / COMMIT -
http://dev.mysql.com/doc/mysql/en/In...rent_APIs.html
2. Use atomic operations with non-transaction-safe tables e.g. MyISAM -
http://dev.mysql.com/doc/mysql/en/AN...nsactions.html
There are significant performance considerations but if you require full ACID compliance InnoDB is the way to go.
best of luck