directplay lobby launch external application example?

I'm a beginner of directx programming with delphi4
i had made a chat room using winshoes (which is completed)
i'm now going to make my chat room to launch external directplay
application(e.g. age of empires)
i had downloaded the directx headers files from
http://www.delphi-jedi.org/DelphiGraphics/
but i have no idea how to use it
i had read the lobby.ccp from directc sdk, but i dun know C++ much,
can anyone make a simple exmaple source code to help me?
thx for your kind attention!!