uses ShellAPI; 

function DeleteFileWithUndo(sFileName: string): Boolean;
var
fos: TSHFileOpStruct;
begin
FillChar(fos, SizeOf(fos), 0);
with fos do
begin
wFunc := FO_DELETE;
pFrom := PChar(sFileName);
fFlags := FOF_ALLOWUNDO or FOF_NOCONFIRMATION or FOF_SILENT;
end;
Result := (0 = ShFileOperation(fos));
end;