please ask a different question h4xor ...nobody is going to write a tutorial on-demand for you like that (especially for such a vague question(s)). Do you already know how to program? Apparently delphi? What are you specifically trying to do to 'ClubPenguin' - what code do you have so far / which part are you stuck on?
step 1 = learn a programming language. Don't even think the word 'hack' until you know how to program - you can't "make" software until you know your programming language well enough!
edit:
I recommend C#.net (similar syntax to C like languages {}) or VisualBasic.net - if you don't mind only running on Window(R).
-They're object-oriented
-The .net framework has a TON of useful classes/functions for you to use. Very useful stuff.
-Drag-and-drop GUI editor (if the program looks legit..you feel better about the program : p )
-A ton of language concepts that are supported by other languages: conditionals (IF statements), loops (for,while,foreach),strict data type enforcement, classes, structures, functions, byval/byref parameters, static & global variables, object scope, arrays, strings, numerics, etc etc. Once you've had experience with these concepts in one language, it's easier to apply them in a second language. Loops (do until/while/for/foreach) are a good example of something that's pretty universal from language to language (well, the few 'mid/higher level' langauges that I've read code for).