[Страдалецъ]

В общем где-то так:

Код:

  
type
  TForm1 = class(TForm)
    Label1: TLabel;
  private
    procedure InputLanguageChanged(var message: TMessage); message WM_INPUTLANGCHANGE;
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.InputLanguageChanged(var Message: TMessage);
Var
 Rus, Eng: HKL;
begin
 inherited;
 Rus := LoadKeyboardLayout('00000419', 0);
 Eng := LoadKeyboardLayout('00000409', 0);
 if Message.lParam = Rus then Label1.Caption := 'Русский';
 if Message.lParam = Eng then Label1.Caption := 'Английский';
end;