Procedure TForm1.DBGrid1TitleClick(Column: TColumn); 
var 
  I : integer; 
begin 
  for i:=0 to DBGrid1.Columns.count-1 do begin 
  DBGrid1.Columns[i].Title.Color := clBtnFace; 
  DBGrid1.Columns[i].Title.Font.Color := clBlack; 
  DBGrid1.Columns[i].Title.Font.Style := []; 
  end; 
  Column.Title.color := ClYellow; 
  Column.Title.Font.Style := [ fsBold, fsItalic]; 
  Column.Title.Font.Color := clRed; 
end;
Alterar as cores do título de um DBGrid em tempo execução

program wallpapr;
 
uses Registry, WinProcs;
 
procedure SetWallpaper(sWallpaperBMPPath : String; bTile : boolean );
var
reg : TRegIniFile;
begin
// Mudando o Registro HKEY_CURRENT_USER
// Control Panel\Desktop
// TileWallpaper (REG_SZ)
// Wallpaper (REG_SZ)
reg := TRegIniFile.Create('Control Panel\Desktop' );
with reg do begin
WriteString( '', 'Wallpaper',sWallpaperBMPPath );
if( bTile )then begin
WriteString( '', 'TileWallpaper', '1' );
end else begin
WriteString( '', 'TileWallpaper', '0' );
end;
end;
reg.Free;
// Mostrar que o parametro do sistema foi alterado
SystemParametersInfo( SPI_SETDESKWALLPAPER,0, Nil, SPIF_SENDWININICHANGE );
end;
begin
SetWallpaper( 'c:\winnt\winnt.bmp', False );
end.
Alterar o papel de parede - 1

procedure ChangeWallpaper(bitmap: string);
var
pBitmap : pchar;
begin
bitmap:=bitmap+#0; {bitmap contém um arquivo *.bmp}
pBitmap:=@bitmap[1];
SystemParametersInfo(SPI_SETDESKWALLPAPER, 0, pBitmap, SPIF_UPDATEINIFILE);
end;
Alterar papel de parede - 2

Para testar o exemplo abaixo inclua no seu form um componente Button e no evento 
OnClick o código abaixo:

procedure TForm1.Button1Click(Sender: TObject);
begin
SystemParametersInfo(SPI_SETDESKWALLPAPER,0,
PChar('C:\windows\Arenito.bmp'),SPIF_SENDWININICHANGE);
end;
Alterar o papel de parede - 3

Variáveis globais do form:

var
Form1: TForm1;
Iniciar : hWnd;
OldBitmap : THandle;
NewImage : TPicture;
 
No Oncreate do Form:

 
procedure TForm1.FormCreate(Sender: TObject);
begin
NewImage:=TPicture.create;
NewImage.LoadFromFile('C:\Delphi3\Images\DEFAULT\OutOpen.BMP');
Iniciar := FindWindowEx(FindWindow('Shell_TrayWnd',nil),0,'Button',nil);
OldBitmap:=SendMessage(Iniciar,BM_SetImage,0,NewImage.Bitmap.Handle);
end;
 
No OnDestroy

procedure TForm1.FormDestroy(Sender: TObject);
begin
SendMessage(Iniciar,BM_SetImage,0,OldBitmap);
NewImage.Free;
end;
Alterar o ícone do botão iniciar do Windows