procedure TForm1.Button1Click(Sender: TObject);
     var
       hwndHandle : THANDLE;
       hMenuHandle : HMENU;
     begin
       hwndHandle := FindWindow(nil, 'Untitled - Notepad'); // заголовок окна
       if (hwndHandle <> 0) then begin
         hMenuHandle := GetSystemMenu(hwndHandle, FALSE);
         if (hMenuHandle <> 0) then
           DeleteMenu(hMenuHandle, SC_CLOSE, MF_BYCOMMAND);
        end;
     end;
	             		

Источник: www.delphikingdom.ru