[Страдалецъ]

Вот примерно так, но код не проверял, писал на коленке:

Код:

procedure TForm1.Open1Click(Sender: TObject);
Var i: Integer;
begin
  if not OpenDialog1.Execute then Exit;
  Save1.Enabled := True;
  SaveAs1.Enabled := True;
  Close1.Enabled := True;
  Reopen1.Enabled := True;
  Reopen1.Items[0].Caption := '0:' + OpenDialog1.FileName;
  for i := 3 downto 1
  do begin
      if Reopen1.Items[i-1].Caption = '' then Continue;  
      Reopen1.Items[i].Caption := Reopen1.Items[i-1].Caption;
      Delete(Reopen1.Items[i].Caption,1,1);
      Reopen1.Items[i].Caption := IntToStr(i) + Reopen1.Items[i].Caption;
      end;
end;