Nesta dica veja como adicionar um botão ao Internet Explorer.
Não esqueça de declarar a unit Registry no uses da unit que você estiver desenvolvendo o exemplo.

...
uses
 Registry;

{Adiciona botão ao Internet Explorer}
procedure TForm1.Button1Click(Sender: TObject);
const
 Tagit             = '\{10954C80-4F0F-11d3-B17C-00C0DFE39736}\';

var
 Reg               : TRegistry;
 Path, Path1       : string;
 Merge             : string;
begin
 Path := 'C:\Windows';
 Reg := TRegistry.Create;
 try
   with Reg do
   begin
     RootKey := HKEY_LOCAL_MACHINE;
     Path1 := 'Software\Microsoft\Internet Explorer\Extensions';
     Merge := Path1 + Tagit;
     OpenKey(Merge, True);
     WriteString('ButtonText', 'Notepad');
     WriteString('MenuText', 'Tools Menu Item');
     WriteString('MenuStatusBar', 'Run Script');
     WriteString('Clsid', '{1FBA04EE-3024-11d2-8F1F-0000F87ABD16}');
     WriteString('Default Visible', 'Yes');
     WriteString('Exec', Path + '\notepad.exe');
     WriteString('HotIcon', ',4');
     WriteString('Icon', ',4');
   end;
 finally
   Reg.CloseKey;
   Reg.Free;
 end;
end;

{Remove botão ao Internet Explorer}
procedure TForm1.Button2Click(Sender: TObject);
const
 Tagit             = '\{10954C80-4F0F-11d3-B17C-00C0DFE39736}\';

var
 Reg               : TRegistry;
 Path, Path1       : string;
 Merge             : string;
begin
 Path := 'C:\Windows';
 Reg := TRegistry.Create;
 try
   with Reg do
   begin
     RootKey := HKEY_LOCAL_MACHINE;
     Path1 := 'Software\Microsoft\Internet Explorer\Extensions';
     Merge := Path1 + Tagit;
     DeleteKey(Merge);
   end;
 finally
   Reg.CloseKey;
   Reg.Free;
 end;
end;