Did you enable the taskbar sort option in "Settings", then "Virtual Desktop Toolbox"?
Is there a way to get a trial version of Delphi 5?
What is the name of the Dephi 5 executable?

If this name is Delphi.exe, you can try this:

Run the registry editor, go to the HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\R2d2KernelAuthori ty\Parameters key, edit the _MultiWindowsPrograms value (create it with a REG-MULTI-SZ type if it doesn't exist; look at MultiWindowsPrograms for a template) and add a new line *\Delphi.exe (if Delphi.exe is the name of your executable). Restart your computer.

Let me know if it works so I can add it to the setup program.

So if the exe name is Delphi32.exe, add *\Delphi32.exe or *\Delphi*.exe to the registry.