uses DdeMan;

procedure TForm1.Button1Click(Sender: TObject);

begin

  with TDDEClientConv.Create(Self) do

  begin

    ConnectMode := ddeManual;

    ServiceApplication := 'explorer.exe';

    SetLink( 'Folders', 'AppProperties');

    OpenLink;

    ExecuteMacro('[FindFolder(, C:\Мои документы)]', False);

    CloseLink;

    Free;

  end;

end;