[ecfisa]

Hola.

Código Delphi [-]
...
type
  TForm1 = class(TForm)
    btAbrir: TButton;
    procedure btAbrirClick(Sender: TObject);
  private
    procedure OpenDialogShow(Sender: TObject);
  public
  end;
...
implementation

procedure TForm1.OpenDialogShow(Sender: TObject);
begin
  if TOpenDialog(Sender).Tag = 1 then
    SetDlgItemText(GetParent(TOpenDialog(Sender).Handle), IDOK, PChar('&Abrirlo'))
  else
    SetDlgItemText(GetParent(TOpenDialog(Sender).Handle), IDOK, PChar ('&Guardarlo'));
end;

procedure TForm1.btAbrirClick(Sender: TObject);
begin
  with TOpenDialog.Create(nil) do
  try
    OnShow:= OpenDialogShow;  // <- Aqui se asigna el evento
    Tag:= 1;
    if Execute then
    ...
  finally
    Free;
  end;
end;
...

Saludos.