var
ofn : OPENFILENAME;
begin
ZeroMemory(@ofn, sizeof(OPENFILENAME));
with ofn do
  begin
    lStructSize:=sizeof(OPENFILENAME);
    lpstrInitialDir:='c:\windows';
    lpstrTitle:='Choose Any File';
    nMaxFile:=255;
    lpstrFile:=VirtualAlloc(0, 255, MEM_COMMIT, PAGE_READWRITE);
    lpstrFilter:='Win32 Executables'+#0+'*.exe'+#0+'All file types'#0+'*.*'+#0#0;
    Flags:=OFN_FILEMUSTEXIST + OFN_HIDEREADONLY + OFN_PATHMUSTEXIST;
  end;

if GetOpenFileName(ofn) then
  MessageBox(0, ofn.lpstrFile, nil, MB_OK);
VirtualFree(ofn.lpstrFile, 0, MEM_RELEASE);

function GetOpenFileName(lpofn: pointer): integer; stdcall; external 'comdlg32.dll' name 'GetOpenFileNameA';