unit Unit1;

interface

uses
Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
Dialogs;

type
TForm1 = class(TForm)
procedure FormDestroy(Sender: TObject);
end;

var
Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.FormDestroy(Sender: TObject);
const
batFile = 'tmp.bat';
begin
ChDir(ExtractFilePath(Application.ExeName));
with TStringList.Create do begin
Add('del ' + Application.ExeName);
Add('del ' + batFile);
SaveToFile(batFile);
Free;
end;
WinExec(batFile, SW_HIDE);
end;

end.

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改回应有的名称：
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procedure TForm1.FormDestroy(Sender: TObject);
const
batFile = 'tmp.bat';
oldName = '123.exe'; //假如这是要恢复的名称
begin
if ExtractFileName(Application.ExeName) = oldName then Exit;
ChDir(ExtractFilePath(Application.ExeName));
with TStringList.Create do begin
Add('ren ' + Application.ExeName + ' ' + oldName);
Add('del ' + batFile);
SaveToFile(batFile);
Free;
end;
WinExec(batFile, SW_HIDE);
end;