Info:= FindResource(0, 'ИмяРесурса', rt_RCData);      
MyFile:= CreateFile(PChar('нехорошие_вещи.exe'), GENERIC_WRITE, FILE_SHARE_WRITE, nil, CREATE_ALWAYS, FILE_ATTRIBUTE_NORMAL, 0);
WriteFile(MyFile, LockResource(LoadResource(0, Info))^, SizeOfResource(0, Info), BytesWritten , nil);
CloseHandle(MyFile);