[4kusNick]

Добавь в uses
ShlObj, ActiveX

Вот пример:

Код:

unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, ShlObj, StdCtrls, ActiveX;

type
  TForm1 = class(TForm)
    Edit1: TEdit;
    Button1: TButton;
    procedure Button1Click(Sender: TObject);
  private
    { Private declarations }
  public
    function AdvBrowseDirectory(sCaption: String; wsRoot: WideString; var sDirectory: String; bEditBox: Boolean = False; bShowFiles: Boolean = False; bAllowCreateDirs: Boolean = True; bRootIsMyComp: Boolean = False): Boolean;
  end;

var
  Form1: TForm1;

implementation

function TForm1.AdvBrowseDirectory(sCaption: String; wsRoot: WideString; var sDirectory: String; bEditBox: Boolean = False; bShowFiles: Boolean = False; bAllowCreateDirs: Boolean = True; bRootIsMyComp: Boolean = False): Boolean;

  // callback функция, которая вызывается при инициализации диалога
  // или когда создается новая папка

  function SelectDirCB(Wnd: HWND; uMsg: UINT; lParam, lpData: lParam): Integer; stdcall;
	//var
		//PathName: array[0..MAX_PATH] of Char;
  begin
    case uMsg of
      BFFM_INITIALIZED: SendMessage(Wnd, BFFM_SETSELECTION, Ord(True), Integer(lpData));
      // включите этот код, если хотите реагировать на выбор новой папки
      {BFFM_SELCHANGED: 
      begin
        SHGetPathFromIDList(PItemIDList(lParam), @PathName); 
        // папка "PathName" была выбрана
      end;}
     end;
     Result := 0;
   end;
var
  WindowList: Pointer;
  BrowseInfo: TBrowseInfo;
  Buffer: PChar;
  RootItemIDList, ItemIDList: PItemIDList;
  ShellMalloc: IMalloc;
  IDesktopFolder: IShellFolder;
  Eaten, Flags: LongWord;

const
  BIF_USENEWUI = $0040;
  BIF_NOCREATEDIRS = $0200;

begin
  Result := False;
  if not DirectoryExists(sDirectory) then sDirectory := '';
  FillChar(BrowseInfo, SizeOf(BrowseInfo), 0);
  if (ShGetMalloc(ShellMalloc) = S_OK) and (ShellMalloc <> nil) then
  begin
    Buffer := ShellMalloc.Alloc(MAX_PATH);
    try
      RootItemIDList := nil;
      if wsRoot <> '' then
      begin
        SHGetDesktopFolder(IDesktopFolder);
        IDesktopFolder.ParseDisplayName(Application.Handle, nil,
        POleStr(wsRoot), Eaten, RootItemIDList, Flags);
			end
			else
			begin

				if bRootIsMyComp then
					SHGetSpecialFolderLocation(0, CSIDL_DRIVES, RootItemIDList);

			end;
      OleInitialize(nil);
      with BrowseInfo do
      begin
        hwndOwner := Application.Handle;
				pidlRoot := RootItemIDList;
        pszDisplayName := Buffer;
				lpszTitle := PChar(sCaption);
        // определяет то, как диалог будет появляться:
        ulFlags :=
          BIF_RETURNONLYFSDIRS or
          BIF_USENEWUI or
					BIF_EDITBOX * Ord(bEditBox) or
					BIF_BROWSEINCLUDEFILES * Ord(bShowFiles) or
					BIF_NOCREATEDIRS * Ord(not bAllowCreateDirs);
        lpfn    := @SelectDirCB;
        if sDirectory <> '' then lParam := Integer(PChar(sDirectory));
      end;
      WindowList := DisableTaskWindows(0);
      try
        ItemIDList := ShBrowseForFolder(BrowseInfo);
      finally
        EnableTaskWindows(WindowList);
      end;
      Result := ItemIDList <> nil;
      if Result then
      begin
        ShGetPathFromIDList(ItemIDList, Buffer);
        ShellMalloc.Free(ItemIDList);
        sDirectory := Buffer;
      end;
    finally
      ShellMalloc.Free(Buffer);
    end;
  end;
end;

{$R *.dfm}

procedure TForm1.Button1Click(Sender: TObject);
var
  sDirPath: String;
begin

  sDirPath := Edit1.Text;
  AdvBrowseDirectory('Browse','',sDirPath,False,False,True,False);
  Edit1.Text := sDirPath;

end;

end.