TMultiLayerPerceptron: user defined error/performance func

Is possible to define my own error function and/or performance function which
is used in training process?

I am trying to solve the problem when the deviation of the guess of the neuron network
in one direction is acceptable but in other direction must be minimized. My idea is to change
the error and/or the performance function which is used in the training
process.

Thanks,
Jiri