[NumLock]

если на форме уже лежит Shape1, то:

Код:

unit Unit1;

interface

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

type
  TForm1 = class(TForm)
    Shape1: TShape;
    procedure FormCreate(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
    FWndMethod: TWndMethod;
    procedure Lost(var Message: TMessage);
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.FormCreate(Sender: TObject);
begin
  FWndMethod:=Shape1.WindowProc;
  Shape1.WindowProc:=Lost;
end;

procedure TForm1.Lost(var Message: TMessage);
begin
  FWndMethod(Message);
  if Message.Msg=WM_LBUTTONDBLCLK then
    MessageBox(Handle, 'WM_LBUTTONDBLCLK', 'TForm1', MB_OK);
end;

end.