I've managed to write a very simple A* pathfinding program using delphiX that works well thaks to a tut on GameDev.net : A* Pathfinig for beginners by Patrick Lester !
I'm quite proud of myself and to help and have some feedback i'm posting a link to it here (delphiX needed)

The A* algo (whith sources & exe)

Waiting for some feedback, Abened

PS : To move start point, move your mouse while pressing shift.
To move destination, move your mouse holding Control
To place walls, clik & move ! (to remove, right clik)