В ручную долго...

Решение уже есть,
Дмитрий Рябов прислал.
Содержимое reg-файла (пути поправить на свои):
REGEDIT4

[HKEY_CLASSES_ROOT\.bpg]
@="BorlandProjectGroup"

[HKEY_CLASSES_ROOT\.dfm]
@="DelphiForm"

[HKEY_CLASSES_ROOT\.dpk]
@="DelphiPackage"

[HKEY_CLASSES_ROOT\.dpr]
@="DelphiProject"

[HKEY_CLASSES_ROOT\.pas]
@="DelphiUnit"

[HKEY_CLASSES_ROOT\.xfm]
@="DelphiCLXForm"

[HKEY_CLASSES_ROOT\Applications\delphi32.exe]

[HKEY_CLASSES_ROOT\Applications\delphi32.exe\shell]

[HKEY_CLASSES_ROOT\Applications\delphi32.exe\shell\Open]
@="&Open"

[HKEY_CLASSES_ROOT\Applications\delphi32.exe\shell\Open\command]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe /np"

[HKEY_CLASSES_ROOT\Applications\delphi32.exe\shell\Open\ddeexec]
@="[open(\"%1\")]"

[HKEY_CLASSES_ROOT\Applications\delphi32.exe\shell\Open\ddeexec\Application]
@="DELPHI32"

[HKEY_CLASSES_ROOT\BorlandProjectGroup]
@="Borland Project Group"

[HKEY_CLASSES_ROOT\BorlandProjectGroup\DefaultIcon]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe, 4"

[HKEY_CLASSES_ROOT\BorlandProjectGroup\Shell]

[HKEY_CLASSES_ROOT\BorlandProjectGroup\Shell\Open]
@="&Open"

[HKEY_CLASSES_ROOT\BorlandProjectGroup\Shell\Open\command]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe /np"

[HKEY_CLASSES_ROOT\BorlandProjectGroup\Shell\Open\ddeexec]
@="[open(\"%1\")]"

[HKEY_CLASSES_ROOT\BorlandProjectGroup\Shell\Open\ddeexec\Application]
@="DELPHI32"

[HKEY_CLASSES_ROOT\DelphiCLXForm]

[HKEY_CLASSES_ROOT\DelphiCLXForm\DefaultIcon]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe, 2"

[HKEY_CLASSES_ROOT\DelphiCLXForm\Shell]

[HKEY_CLASSES_ROOT\DelphiCLXForm\Shell\Open]
@="&Open"

[HKEY_CLASSES_ROOT\DelphiCLXForm\Shell\Open\command]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe /np"

[HKEY_CLASSES_ROOT\DelphiCLXForm\Shell\Open\ddeexec]
@="[open(\"%1\")]"

[HKEY_CLASSES_ROOT\DelphiCLXForm\Shell\Open\ddeexec\Application]
@="DELPHI32"

[HKEY_CLASSES_ROOT\DelphiForm]
@="Delphi Form"

[HKEY_CLASSES_ROOT\DelphiForm\DefaultIcon]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe, 2"

[HKEY_CLASSES_ROOT\DelphiForm\Shell]

[HKEY_CLASSES_ROOT\DelphiForm\Shell\Open]
@="&Open"

[HKEY_CLASSES_ROOT\DelphiForm\Shell\Open\command]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe /np"

[HKEY_CLASSES_ROOT\DelphiForm\Shell\Open\ddeexec]
@="[open(\"%1\")]"

[HKEY_CLASSES_ROOT\DelphiForm\Shell\Open\ddeexec\Application]
@="DELPHI32"

[HKEY_CLASSES_ROOT\DelphiPackage]
@="Delphi Package"

[HKEY_CLASSES_ROOT\DelphiPackage\DefaultIcon]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe,3"

[HKEY_CLASSES_ROOT\DelphiPackage\Shell]

[HKEY_CLASSES_ROOT\DelphiPackage\Shell\Open]
@="&Open"

[HKEY_CLASSES_ROOT\DelphiPackage\Shell\Open\command]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe /np"

[HKEY_CLASSES_ROOT\DelphiPackage\Shell\Open\ddeexec]
@="[open(\"%1\")]"

[HKEY_CLASSES_ROOT\DelphiPackage\Shell\Open\ddeexec\Application]
@="DELPHI32"

[HKEY_CLASSES_ROOT\DelphiProject]
@="Delphi Project"

[HKEY_CLASSES_ROOT\DelphiProject\DefaultIcon]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe, 4"

[HKEY_CLASSES_ROOT\DelphiProject\Shell]

[HKEY_CLASSES_ROOT\DelphiProject\Shell\Open]
@="&Open"

[HKEY_CLASSES_ROOT\DelphiProject\Shell\Open\command]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe /np"

[HKEY_CLASSES_ROOT\DelphiProject\Shell\Open\ddeexec]
@="[open(\"%1\")]"

[HKEY_CLASSES_ROOT\DelphiProject\Shell\Open\ddeexec\Application]
@="DELPHI32"

[HKEY_CLASSES_ROOT\DelphiUnit]
@="Delphi Source File"

[HKEY_CLASSES_ROOT\DelphiUnit\DefaultIcon]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe,5"

[HKEY_CLASSES_ROOT\DelphiUnit\Shell]

[HKEY_CLASSES_ROOT\DelphiUnit\Shell\Open]
@="&Open"

[HKEY_CLASSES_ROOT\DelphiUnit\Shell\Open\Command]
@="c:\\Program Files\\Borland\\Delphi6\\Bin\\delphi32.exe /np"

[HKEY_CLASSES_ROOT\DelphiUnit\Shell\Open\ddeexec]
@="[open(\"%1\")]"

[HKEY_CLASSES_ROOT\DelphiUnit\Shell\Open\ddeexec\Application]
@="DELPHI32"