strFileName := FcxLV[nIndex].Items.Item[FcxLV[nIndex].ItemIndex].SubItems.Strings[0]; //路径
  ShellExecute(0, nil, PChar('explorer.exe'),PChar('/e, ' + '/select,' + strFileName), nil, SW_NORMAL);

http://blog.csdn.net/yanjiaye520/article/details/6803795