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procedure TForm1.Button1Click(Sender: TObject);
var
  Source, Target: TFileStream;
begin
  Source := TFilestream.Create(Application.Exename, fmOpenRead or fmShareDenyNone);
  try
    Target := TFileStream.Create('C:\copy.exe', fmCreate);
    try
      Target.CopyFrom(source, 0);
    finally
      Target.Free
    end;
  finally
    Source.Free
  end;
end;					

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procedure TForm1.Button2Click(Sender: TObject);
begin
  CopyFile(PChar(ParamStr(0)), 'c:\test.exe', TRUE);
end;					

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procedure CopyToFile(ExistingFileName, NewFileName: String);
begin 
  CopyFile(PChar(ExistingFileName), PChar(NewFileName), TRUE); 
end;					

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CopyToFile(Application.ExeName, 'C:\Programme\Bla\Programm.exe');