[NumLock]

WM_DEVICECHANGE это не функция, а сообщение:

WM_DEVICECHANGE Message
Notifies an application of a change to the hardware configuration of a device or the computer.

http://msdn.microsoft.com/en-us/libr...(v=VS.85).aspx
примерчик:

Код:

unit Unit1;

interface

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

type
  TForm1 = class(TForm)
    ListBox1: TListBox;
  private
    { Private declarations }
  public
    { Public declarations }
    procedure WMDEVICECHANGE(var Msg: TMessage); message WM_DEVICECHANGE;
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.WMDEVICECHANGE(var Msg: TMessage);
begin
  ListBox1.Items.Add('WParam='+IntToStr(Msg.WParam)+' LParam='+IntToStr(Msg.LParam));  
end;

end.

на флешку реагирует и без администраторских прав.