Shell controls, which come as a demonstration with Delphi, must be installed and you will have good shell controls. There is, IMO, there is not much need to purchase third-party components for this.
Look for ShellCtls (or the like, can't check right now) in the demos folder. This Demos folder can be accessed from the Windows Start menu for your version of Delphi.
Update
They are not in the Demos folder, now it is called Samples. They can be found in the samples \ Delphi \ VCL \ ShellControls. Install vclshlctrls.dproj first and then dclshlctrls.dproj.
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