You can use sed
for that.
sed -i bak -e "s/string/AnsiString/g" *.pas
It would be a very bad idea, though. There's no reason your code shouldn't compile in all Delphi versions. The meaning of "string" has changed, but so what? Your Delphi 2007 code doesn't need to be used with your Delphi 2009 code. The DCU file formats are different, so you'd have to recompile anything you change anyway.
By changing everything to AnsiString, you're essentially rejecting everything new that Delphi 2009 offers. If that's what you want to do, you could have saved yourself a lot of money by simply not upgrading to Delphi 2009 at all. Why buy a product and then not use any of its features? Since everything else in the product is Unicode, your program's performance will go down the tubes as it continually converts between string formats. You'll also drown in compiler warnings from all the conversions.
Don't force square pegs into round holes, especially when you have a perfectly good set of round pegs sitting right next to you.