From Zarko Gajic,
Your Guide to Delphi Programming.
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Here's how to add a button to Interner Explorer toolbar:
1. ButtonText = Text at the bottom of the button
2. MenuText = The tools menu item with a reference to your program.
3. MenuStatusbar = *Ignore*
4. CLSID = Your unique classID. You can use GUIDTOSTRING to create a new CLSID (for each button).
5. Default Visible := Display it.
6. Exec := Your program path to execute.
7. Hoticon := (Mouse Over Event) ImageIndex in shell32.dll
8. Icon := ImageIndex in shell32.dll

After you run the code below, start a new instance of IE. You might need to go to View | Toolbars | Customize and move your button from "Available toolbar buttons" to "Current toolbar buttons"

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procedure CreateExplorerButton;
const
// the same explanation as for the CLSID
TagID = '\{10954C80-4F0F-11d3-B17C-00C0DFE39736}\';
var
Reg: TRegistry;
ProgramPath: string;
RegKeyPath: string;
begin
ProgramPath := 'c:\folder\exename.exe';
Reg := TRegistry.Create;
try
with Reg do begin
RootKey := HKEY_LOCAL_MACHINE;
RegKeyPath := 'Software\Microsoft\Internet Explorer\Extensions';
OpenKey(RegKeyPath + TagID, True) ;
WriteString('ButtonText', 'Your program Button text') ;
WriteString('MenuText', 'Your program Menu text') ;
WriteString('MenuStatusBar', 'Run Script') ;
WriteString('ClSid', '{1FBA04EE-3024-11d2-8F1F-0000F87ABD16}') ;
WriteString('Default Visible', 'Yes') ;
WriteString('Exec', ProgramPath) ;
WriteString('HotIcon', ',4') ;
WriteString('Icon', ',4') ;
end
finally
Reg.CloseKey;
Reg.Free;
end;
end;
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