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как сделать такие переходы »

Как-то так:

Пример

Код:

[Setup]
AppName=My Program
AppVerName=My Program v 1.5
DefaultDirName={pf}\My Program
OutputDir=.
Compression=lzma/ultra
InternalCompressLevel=ultra
SolidCompression=yes

[Languages]
Name: rus; MessagesFile: compiler:Languages\Russian.isl

[Code]
var
  lbl1, lbl2, lbl3, lbl4, lbl5: TLabel;

procedure initializeWizard();
begin
  WizardForm.PageDescriptionLabel.Hide;
  // создаём Label'ы, на который вешаем ссылку
  lbl1:= TLabel.Create(WizardForm);
  with lbl1 do
    begin
      AutoSize:= False;
      SetBounds(20, 40, 50, 13);
      Caption:= '|';
      Transparent:= True;
      Parent:= WizardForm.MainPanel;
    end;
  lbl2:= TLabel.Create(WizardForm);
  with lbl2 do
    begin
      AutoSize:= False;
      SetBounds(50, 40, 50, 13);
      Caption:= 'lbl2';
      Transparent:= True;
      Parent:= WizardForm.MainPanel;
    end;
  lbl3:= TLabel.Create(WizardForm);
  with lbl3 do
    begin
      AutoSize:= False;
      SetBounds(100, 40, 50, 13);
      Caption:= '|';
      Transparent:= True;
      Parent:= WizardForm.MainPanel;
    end;
  lbl4:= TLabel.Create(WizardForm);
  with lbl4 do
    begin
      AutoSize:= False;
      SetBounds(130, 40, 50, 13);
      Caption:= 'lbl4';
      Transparent:= True;
      Parent:= WizardForm.MainPanel;
    end;
  lbl5:= TLabel.Create(WizardForm);
  with lbl5 do
    begin
      AutoSize:= False;
      SetBounds(180, 40, 50, 13);
      Caption:= '|';
      Transparent:= True;
      Parent:= WizardForm.MainPanel;
    end;
end;

procedure CurPageChanged(CurPageID: Integer);
begin
  if CurPageID = wpSelectDir then
    begin
      lbl1.Font.Color:= clBlack;
      lbl1.Font.Style:= [fsBold];
      lbl2.Font.Color:= clBlack;
      lbl2.Font.Style:= [fsBold];
      lbl3.Font.Color:= clBlack;
      lbl3.Font.Style:= [fsBold];
      lbl4.Font.Color:= clGray;
      lbl4.Font.Style:= [];
      lbl5.Font.Color:= clGray;
      lbl5.Font.Style:= [];
    end;
  if CurPageID = wpReady then
    begin
      lbl1.Font.Color:= clGray;
      lbl1.Font.Style:= [];
      lbl2.Font.Color:= clGray;
      lbl2.Font.Style:= [];
      lbl3.Font.Color:= clBlack;
      lbl3.Font.Style:= [fsBold];
      lbl4.Font.Color:= clBlack;
      lbl4.Font.Style:= [fsBold];
      lbl5.Font.Color:= clBlack;
      lbl5.Font.Style:= [fsBold];
    end;
end;