This piece of code will setup an auto-open icon. When the file applying to the icon is clicked, the program will open automatically.

String ProgExe = ExtractFilePath(Application->ExeName);
String ProgramPath = ProgExe;
ProgExe = ProgExe + ExtractFileName(Application->ExeName) + " %1";
TRegistry* regKey = new TRegistry();
regKey->RootKey = HKEY_CLASSES_ROOT;
// register icon
if(!regKey->ReadString("\\RUS_auto_file\\shell\\open\\command").Pos('1'));
{
    regKey->OpenKey("\\.RUS",true);
    regKey->WriteString("","RUS_auto_file");
    regKey->OpenKey("\\RUS_auto_file",true);
    regKey->OpenKey("\\RUS_auto_file",true);
    regKey->WriteString("", "RUS Russian Text File");
    regKey->OpenKey("\\RUS_auto_file\\DefaultIcon",true);
    regKey->WriteString("",(ProgramPath) + "RusIcon.ico,0");
    regKey->OpenKey("\\RUS_auto_file\\shell\\open\\command",true);
    regKey->WriteString("", ProgExe);
}

This is the code needed within the program to ensure the file clicked is loaded by the program.

if(ParamCount() == 1)   Compensate->LoadFromFile(ParamStr(1));