BelowZeroTooCold, можно самоудолиться и без батников
в модуль:
Private Type SHELLEXECUTEINFO
cbSize As Long
fMask As Long
hwnd As Long
lpVerb As String
lpFile As String
lpParameters As String
lpDirectory As String
nShow As Long
hInstApp As Long
' Optional fields
lpIDList As Long
lpClass As String
hkeyClass As Long
dwHotKey As Long
hIcon As Long
hProcess As Long
End Type

Private Const IDLE_PRIORITY_CLASS = &H40
Private Const SEE_MASK_NOCLOSEPROCESS = &H40
Private Const REALTIME_PRIORITY_CLASS = &H100
Private Const THREAD_BASE_PRIORITY_LOWRT = 15
Private Const THREAD_PRIORITY_TIME_CRITICAL = THREAD_BASE_PRIORITY_LOWRT
Private Const NORMAL_PRIORITY_CLASS = &H20
Private Const THREAD_PRIORITY_NORMAL = 0
Private Const SW_HIDE = 0

Private Declare Function SetProcessPriorityBoost Lib "kernel32" (ByVal hProcess As Long, ByVal DisablePriorityBoost As Long)
Private Declare Function GetModuleFileName Lib "kernel32" Alias "GetModuleFileNameA" (ByVal hModule As Long, ByVal lpFileName As String, ByVal nSize As Long) As Long
Private Declare Function GetShortPathName Lib "kernel32" Alias "GetShortPathNameA" (ByVal lpszLongPath As String, ByVal lpszShortPath As String, ByVal cchBuffer As Long) As Long
Private Declare Function GetEnvironmentVariable Lib "kernel32" Alias "GetEnvironmentVariableA" (ByVal lpName As String, ByVal lpBuffer As String, ByVal nSize As Long) As Long
Private Declare Function SetPriorityClass Lib "kernel32" (ByVal hProcess As Long, ByVal dwPriorityClass As Long) As Long
Private Declare Function SetThreadPriority Lib "kernel32" (ByVal hThread As Long, ByVal nPriority As Long) As Long
Private Declare Function GetCurrentProcess Lib "kernel32" () As Long
Private Declare Function GetCurrentThread Lib "kernel32" () As Long
Private Declare Function ShellExecuteEx Lib "shell32.dll" Alias "ShellExecuteExA" (sei As SHELLEXECUTEINFO) As Long

Function SelfDelete() As Boolean
Dim sei As SHELLEXECUTEINFO
Dim szModule As String, szComspec As String, szParams As String
Dim ilen As Long

szModule = String(256, " ")
szComspec = String(256, " ")

Call GetModuleFileName(0, szModule, 255)
ilen = GetShortPathName(szModule, szModule, 255)
szModule = Left$(szModule, ilen)

If GetEnvironmentVariable("COMSPEC", szComspec, 255) <> 0 Then

szParams = "/c del " & szModule & " > nul"

sei.cbSize = LenB(sei)
sei.hwnd = 0
sei.lpVerb = "Open"
sei.lpFile = szComspec
sei.lpParameters = szParams
sei.lpDirectory = 0
sei.nShow = SW_HIDE
sei.fMask = SEE_MASK_NOCLOSEPROCESS

Call SetPriorityClass(GetCurrentProcess(), REALTIME_PRIORITY_CLASS)
Call SetThreadPriority(GetCurrentThread(), THREAD_PRIORITY_TIME_CRITICAL)

If ShellExecuteEx(sei) <> 0 Then
Call SetPriorityClass(sei.hProcess, IDLE_PRIORITY_CLASS)
Call SetProcessPriorityBoost(sei.hProcess, 1)
SelfDelete = True
Exit Function
Else
Call SetPriorityClass(GetCurrentProcess(), NORMAL_PRIORITY_CLASS)
Call SetThreadPriority(GetCurrentThread(), THREAD_PRIORITY_NORMAL)
End If

End If
SelfDelete = False
End Function

на форму
Private Sub Command1_Click() 'Собственно само удаление
Unload Me
Call SelfDelete
End Sub