CLK.DLL must be beside this program (in this folder) or in Windows system folder (for example: C:\Windows\System32).
For Colock to be used properly in Delphi 2009, please use included CLKU.pas, as you can see the only difference between this CLKU.pas and the one used in lower versions of Delphi is using PAnsiChar instead of PChar in all function declarations and typecasts.