By default, Windows will keep track of the documents that you work with and most of the time add them to your "Start | Documents" menu. If you want to add documents to this list from your program (without any user interaction), here's a simple function that can do just that:
uses ShellAPI, ShlOBJ;
procedure AddToStartDocumentsMenu(
sFilePath : string );
begin
SHAddToRecentDocs(
SHARD_PATH,
PChar( sFilePath ) );
end;
Now, you can just call AddToStartDocumentsMenu() with the document you want to add. For example:
AddToStartDocumentsMenu( 'c:\windows\MyWork.txt' );