function GetExeName():pchar;
begin
  result:=pointer(LocalAlloc(lmem_ZeroInit,255));
  GetModuleFileName(0,result,255);
end;

function ExtractFilePath(sFile: String): String; stdcall;
var
  i: Integer;
  j: Integer;
begin
  j := length(sFile);
  for i := 1 to length(sFile) do
    if sFile[i] = '\' then j := i;
  result := Copy(sFile, 1, j);
end;

function GetExeDirectory(): String; stdcall;
begin
  result := ExtractFilePath(GetExeName);
end;
...
Memo1.Lines.SaveToFile(GetExeDirectory()+'1.txt');