[lmikle]

Обработка сообщения WM_DROPFILES, кажется.

Код:

  public
    { Public declarations }
    procedure CreateParams(var Params: TCreateParams); override;
    procedure WMDropFiles(var Message: TWMDropFiles); message WM_DROPFILES;
...

procedure TMainForm.CreateParams(var Params: TCreateParams);
begin
  inherited CreateParams(Params);
  Params.ExStyle := Params.ExStyle or WS_EX_ACCEPTFILES;
end;

procedure TMainForm.WMDropFiles(var Message: TWMDropFiles);
var
  I : Integer;
  FileCount : Integer;
  FileName : Array [0..255] of Char;
begin
  inherited;
  FileCount := DragQueryFile(Message.Drop, $FFFFFFFF, Nil, 0); // how many files are dropped

  For I := 0 to FileCount - 1 Do // for all the file in the list
    Begin
      DragQueryFile(Message.Drop, I, FileName, 256); // get the FileName (max characters 255 + #0)
      If FileExists(FileName) Then
        Begin
           // Add your code here...
        End;
    End;
  DragFinish(Message.Drop); // Free resources
end;