[MAXIUM]

Ok, de partida esta el evento OnCreate y OnClose

Luego esta la ruta en el registro de Windows con todos estos parametros, tu modificas los que convengan:

[HKEY_CURRENT_USER\Control Panel\International]
"iCountry"="56"
"iCurrDigits"="2"
"iCurrency"="2"
"iDate"="1"
"iDigits"="2"
"iLZero"="1"
"iMeasure"="0"
"iNegCurr"="9"
"iTime"="1"
"iTLZero"="0"
"Locale"="0000340A"
"s1159"=""
"s2359"=""
"sCountry"="Chile"
"sCurrency"="$"
"sDate"="-"
"sDecimal"=","
"sLanguage"="ESL"
"sList"=","
"sLongDate"="dddd, dd' de 'MMMM' de 'yyyy"
"sShortDate"="dd-MM-yyyy"
"sThousand"="."
"sTime"=":"
"sTimeFormat"="H:mm:ss"
"iTimePrefix"="0"
"sMonDecimalSep"=","
"sMonThousandSep"="."
"iNegNumber"="1"
"sNativeDigits"="0123456789"
"NumShape"="1"
"iCalendarType"="1"
"iFirstDayOfWeek"="6"
"iFirstWeekOfYear"="0"
"sGrouping"="3;0"
"sMonGrouping"="3;0"
"sPositiveSign"=""
"sNegativeSign"="-"

Y como ejemplo:

Código Delphi [-]
USES Registry;


var Reg: TRegistry;
begin
  // Creamos un objeto para manejar el registro
  Reg := TRegistry.Create;

  // Guardamos las opciones
  try
    Reg.RootKey := HKEY_CURRENT_USER;
    if Reg.OpenKey( '\Control Panel\International', True ) then
    begin
      Reg.WriteString( 'sShortDate', 'dd/mm/aaaa');
      Reg.CloseKey;
    end;
  finally
    Reg.Free;
  end;