ну тут ты просто трохи херню написал, в принципе как бы правильно, только немного херню.
На тебе пример в C++ переведи на дельфи и юзай...
я думаю сделаешь


#define STRICT
#define WIN32_LEAN_AND_MEAN
#define WINDOWAPI

#include <windows.h>

LRESULT CALLBACK WndProc(HWND hWnd, UINT Msg, WPARAM WParam, LPARAM LParam);
int WINAPI WinMain(HINSTANCE hInst, HINSTANCE hPrevInst, LPSTR CmdLine, int CmdShow);

#include "Window.h"

int WINAPI WinMain(HINSTANCE hInst, HINSTANCE hPrevInst, LPSTR CmdLine, int CmdShow)
{
char p_name[] = "SGK test by Storm from Revolt studio";
WNDCLASSEX wnd_class;
HWND h_wnd;
MSG msg;

wnd_class.cbSize = sizeof(wnd_class);
wnd_class.style = CS_HREDRAW | CS_VREDRAW;
wnd_class.lpfnWndProc = WndProc;
wnd_class.cbClsExtra = 0;
wnd_class.cbWndExtra = 0;
wnd_class.hInstance = hInst;
wnd_class.hIcon = LoadIcon(NULL, IDI_APPLICATION);
wnd_class.hIconSm = LoadIcon(NULL, IDI_APPLICATION);
wnd_class.hCursor = LoadCursor(NULL, IDC_ARROW);
wnd_class.hbrBackground = (HBRUSH)GetStockObject(WHITE_BRUSH);
wnd_class.lpszMenuName = NULL;
wnd_class.lpszClassName = p_name;
RegisterClassEx(&wnd_class);

h_wnd = CreateWindowEx(0, p_name, p_name, WS_OVERLAPPEDWINDOW,
0, 0, 800, 600, NULL, NULL, hInst, NULL);
if(h_wnd==NULL)
return FALSE;
ShowWindow(h_wnd, SW_SHOW);
UpdateWindow(h_wnd);

while(GetMessage(&msg, NULL, 0, 0))
{
TranslateMessage(&msg);
DispatchMessage(&msg);
}
return (int)(msg.wParam);
}

LRESULT CALLBACK WndProc(HWND hWnd, UINT Msg, WPARAM WParam, LPARAM LParam)
{
switch(Msg)
{
case WM_CLOSE:
PostQuitMessage(0);
break;
case WM_KEYDOWN:
break;
default:
return DefWindowProc(hWnd, Msg, WParam, LParam);
}
return 0;
}