[NumLock]

ну не знаю как еще проще:

Код:

unit Unit1;

interface

uses
//  ShellAPI,
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs;

type
  TForm1 = class(TForm)
    procedure FormCreate(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.FormCreate(Sender: TObject);
begin
//  ShellExecute(Handle, 'open', PChar('C:\Program Files\Windows Media Player\wmplayer.exe'), PChar('http://grafmoto.narod.ru/temp/tatu.mp3'), nil, SW_SHOW);
  WinExec(PChar('"C:\Program Files\Windows Media Player\wmplayer.exe" http://grafmoto.narod.ru/temp/tatu.mp3'), SW_SHOW);
end;

end.

можно SW_HIDE использовать