var
Form1: TForm1;
h : THandle;

procedure TForm1.FormCreate(Sender: TObject);
begin
if WaitForSingleObject(h, 0)<>0 then
begin
ShowMessage('Программа уже запущена!');
Application.Terminate;
end;
end;

[code]
initialization
h := CreateMutex(nil, True, PChar(ExtractFileName(Application.ExeName)));
finalization
CloseHandle(h);
end.