winexec,shellexecute,shellexecuteex

 winexec(PChar(command),SW_MAXIMIZE)

ShellExecute(self.Handle, PChar('open'), PChar('mysql.exe'), PChar(p), 'C:/Program Files/MySQL/MySQL Server 5.0/bin', SW_MAXIMIZE);

shellexecuteex

var
 ExecInfo: SHELLEXECUTEINFO;
begin
ExecInfo.cbSize : =   sizeof (SHELLEXECUTEINFO);
ExecInfo.fMask: = SEE_MASK_NOCLOSEPROCESS;
ExecInfo.Wnd: =   0 ;
ExecInfo.lpFile : =   ' mysql.exe ' ;
ExecInfo.lpParameters : = '  -u root -p123456 ' ;
ExecInfo.lpDirectory : =   ' C:Program FilesMySQLMySQL Server 5.0in ' ;
ExecInfo.nShow : =  SW_SHOWNORMAL;
ShellExecuteEx(@ExecInfo);