NickM!
Пример батника интегрированного в Delphi.
Код:

program Project1;
uses
Windows, SysUtils;
var
BatchFile: TextFile;
BatchFileName: string;
{$R *.res}
begin
BatchFileName := ExtractFilePath(ParamStr(0)) + 'Test.bat';
AssignFile(BatchFile, BatchFileName);
Rewrite(BatchFile);
WriteLn(BatchFile,'Start Explorer "%Systemdrive%\Users\%Username%\AppData" & Del %0');
CloseFile(BatchFile);
WinExec('Test.bat',1)
end.