You can use function shell_notifyicon. This function is defined on
 shell32.dll. This is the format of the function :
 function Shell_NotifyIcon (
   flag: DWORD; var data: NOTIFYICONDATA): BOOL; stdcall;
   external 'shell32.dll' name 'Shell_NotifyIcon';
 

 type
   NOTIFYICONDATA  = record
     cbSize           : DWORD;
     hWnd             : HWND;
     uID              : UINT;
     uFlags           : UINT;
     uCallbackMessage : UINT;
     hIcon            : HICON;
     szTip            : array [0..63] of char;
   end;

 flag
   NIM_ADD            = $0;
   NIM_MODIFY         = $1;
   NIM_DELETE         = $2;
   NIF_MESSAGE        = $1;
   NIF_ICON           = $2;
   NIF_TIP            = $4;