For the plain 8051 chips, you don't even have to bother by declaring procedures - just give them a label and call them. Such as:
ACALL delay
; ... main progam continues here
; make sure you don't fall through into your procedure!
delay:
; ... procedure code here ...
RET
If you do want to declare your procedure, according to the keil manual you have to do something like this:
CALL delay
; ... main progam continues here
; make sure you don't fall through into your procedure!
delay PROC
; ... procedure code here ...
RET
delay ENDP