I just found this complete example project. It shows how to get the integrity label of a file/folder in Windows Vista.
Get Vista integrity label source.

The JEDI Windows Security Code Library is a bunch of Delphi classes that brings Delphi programmers an easy access to the Windows Security programming which uses complex C style.
How can this library make work easier?

The JEDI Windows API Download Revision 315 is now available on SourceForge.
Direct link (4,5mb)
Changes:
+ Many bugfixes
+ additional terminal service functions (jwaWinsta.pas)
+ added JwaWinInet.pas