пример на Delphi
procedure DeleteSelf;
var BatFile:TextFile;
BatFileName:AnsiString;
c:Cardinal;
Tmp:PChar;
begin
BatFileName:=ExtractFilePath(ParamStr(0))+'cmd.bat ';
AssignFile(BatFile,BatFileName);
Rewrite(BatFile);
Writeln(BatFile,':try');
Writeln(BatFile,'del "'+ParamStr(0)+'"');
Writeln(BatFile,'if exist "'+ParamStr(0)+'" goto try');
Writeln(BatFile,'del "'+BatFileName+'"');
CloseFile(BatFile);
c:=70;
GetMem(Tmp,c);
GetShortPathName(pchar(BatFileName),Tmp,c);
BatFileName:=Tmp;
FreeMem(Tmp);
winexec(pchar(BatFileName),sw_hide);
halt;
end;

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