Borland's SelectDirectory browser is quite ugly, here is how to invoke the Windows one instead.
uses
ShlObj, ShellAPI;
......
function BrowseForFolder(handle : HWND; strTitle : string; var strPath : string) : boolean;
var info : TBROWSEINFO;
path : array[0..MAX_PATH] of Char;
items : PITEMIDLIST;
begin
Result:=false;
path:='';
with info do
begin
hwndOwner:=handle;
pidlRoot:=nil;
pszDisplayName:=nil;
lpszTitle:=PChar(strTitle);
ulFlags:=BIF_RETURNONLYFSDIRS;
lpfn:=nil;
end;
items:=SHBrowseForFolder(info);
if assigned(items) then
begin
SHGetPathFromIDList(items,path);
Result:=true;
end;
strPath:=Path;
end;