Preventing second instance of the application

There are many ways, but we'll see couple of examples here...

a) Using "GlobalAddAtom" & "GlobalFindAtom" API calls

 
procedure TForm1.FormCreate(Sender: TObject);
begin
  {Searchs table to see if the program is already running} 
  if GlobalFindAtom('PROGRAM_RUNNING') = 0 then
   { If not found then add it }
   atom := GlobalAddAtom('PROGRAM_RUNNING')
  else begin
   { If program is already running the show message and halt }
   MessageDlg('You have the program running all ready!!', mtWarning, [mbOK], 0); 
   Halt;
  end;
end;

procedure TForm1.FormDestroy(Sender: TObject);
begin
  {Removes the item from the table so it can be run again}
  GlobalDeleteAtom(atom);
end;

b) Using "CreateMutex" & "OpenMutex" you can control this from your *.dpr code itself. Here we will try to create the mutex (kernel) object on the OS when your application starts for the first time.
ex:
MutexHandle := CreateMutex(Nil, False, 'ANYTHING-WHICH-IS-UNIQUE-TO-UR-APP');
if MutexHandle returns zero(0) or some error, that means the mutex is already created and your application is running in the background. Here you can just quit the application or you throw some error message to the user, using the below code...

MutexHandle := OpenMutex(MUTEX_ALL_ACCESS, False, 'ANYTHING-WHICH-IS-UNIQUE-TO-UR-APP');

If MutexHandle retruns zero (0) or some error, then there is some problem with your kernel object just exit from there, otherwise you can show the error message like I have shown in the above example and quit from the application.
Finally, dont forget to free the MutexHandle. You will get more information when you search for "CreateMutex" "OpenMutex" in Google.com

c) Using "CreateFileMapping" / "MapViewOfFile" / "UnmapViewOfFile", its bit complex to understand, but if you are familiar with Windows API calls then it would probably help you.