uses shellapi;

...

procedure TForm1.Button2Click(Sender: TObject);

  var vh: HWND;

begin

  ShellExecute(Self.Handle,'open',Pchar(filename),'',nil,SW_SHOWNORMAL);

  vh := Windows.FindWindow(nil, '窗口标题串');

  if vh<>0 then

  begin

    Windows.SetParent(vh, Self.Panel1.Handle);

    Windows.MoveWindow(vh, 0, 0,Self.Panel1.Width,Self.Panel1.Height,True);

  end

  else

    ShowMessage('xx程序未运行！');

end;