[ecfisa]

Hola Lepuke.

Ejemplo para versiones anteriores a Windows 7:

Código Delphi [-]
...
type
  TForm1 = class(TForm)
    ListBox1: TListBox;
    procedure FormCreate(Sender: TObject);
  private
     procedure DragDropFile(var Msg: TMessage ); message WM_DROPFILES;
  public
  end;
...
implementation 

uses ShellApi;

procedure TForm1.DragDropFile(var Msg: TMessage);
var
  Cont, i : integer;
  FName : array [0..MAX_COMPUTERNAME_LENGTH+MAX_PATH] of char;
begin
  Cont := DragQueryFile(Msg.WParam, $FFFFFFFF, FName, 255)-1;
  for i := 0 to Cont do
  begin
    DragQueryFile(Msg.WParam, i, FName, 255);
    ListBox1.Items.Add(FName);
  end;
  DragFinish(msg.WParam);
end;

procedure TForm1.FormCreate(Sender: TObject);
begin
  DragAcceptFiles(Handle, True );
  ListBox1.Items.Clear;
end;

A partir de Windows 7,por motivos de seguridad, se filtran los mensajes enviados de una aplicación a otra (entre los que está Drag&Drop), por lo que previamente hay que elevar el privilegio mediante la función ChangeWindowMessageFilter

Código Delphi [-]
type
  TForm1 = class(TForm)
    ListBox1: TListBox;
    procedure FormCreate(Sender: TObject);
  private
    procedure DragDropFiles(var Msg: TMessage ); message WM_DROPFILES;
  public
  end;

...

implementation

uses ShellApi;

const
  MSGFLT_ADD = 1;

var
 ChangeWindowMessageFilter: function (msg: Cardinal; dwFlag : Word):BOOL; stdcall;

procedure TForm1.DragDropFiles(var Msg: TMessage);

var
  Cont,i : integer;
  FName : array [0..MAX_COMPUTERNAME_LENGTH+MAX_PATH] of char;
begin
  Cont:= DragQueryFile(Msg.WParam, $FFFFFFFF, FName, 255)-1;
  for i:= 0 to Cont do
    ChangeWindowMessageFilter (i, MSGFLT_ADD);
  for i := 0 to Cont do
  begin
    DragQueryFile(Msg.WParam, i, FName, 255);
    ListBox1.Items.Add(FName);
  end;
  DragFinish(msg.WParam);
end;

procedure TForm1.FormCreate(Sender: TObject);
begin
  @ChangeWindowMessageFilter:= GetProcAddress(LoadLibrary('user32.dll'),'ChangeWindowMessageFilter');
  if Assigned (ChangeWindowMessageFilter) then
  begin
    ChangeWindowMessageFilter(WM_DROPFILES, MSGFLT_ADD);
    ChangeWindowMessageFilter(WM_COPYDATA, MSGFLT_ADD);
    ChangeWindowMessageFilter($0049, MSGFLT_ADD);
  end;
  DragAcceptFiles(Handle, True);
  ListBox1.Items.Clear;
end;

Saludos