Это что ли?
uses ShellAPI, ShlObj......
procedure TForm1.Button2Click(Sender: TObject);
var
TitleName : string;
lpItemID : PItemIDList;
BrowseInfo : TBrowseInfo;
DisplayName : array[0..MAX_PATH] of char;
TempPath : array[0..MAX_PATH] of char;
begin
FillChar(BrowseInfo, sizeof(TBrowseInfo), #0);
BrowseInfo.hwndOwner := Form1.Handle;
BrowseInfo.pszDisplayName := @DisplayName;
TitleName := 'Please specify a directory';
BrowseInfo.lpszTitle := PChar(TitleName);
BrowseInfo.ulFlags := BIF_RETURNONLYFSDIRS;
lpItemID := SHBrowseForFolder(BrowseInfo);
if lpItemId <> nil then
begin
SHGetPathFromIDList(lpItemID, TempPath);
ShowMessage(TempPath);
GlobalFreePtr(lpItemID);
end;
end;