Question:
How do I add a custom item to the system menu of my application?
Answer:
The following example demonstrates using the Windows API 
function AppendMenu() to append a new menu item to the system 
menu. We will define a new system command 
constant : SC_MyMenuItem that will be used to identify our 
new item to the system. After adding the menu item, we will 
trap the WM_SYSCOMMAND message to test if our new menu item was 
selected.
Example:
type
 TForm1 = class(TForm)
 procedure FormCreate(Sender: TObject);
 private
 { Private declarations }
 procedure WMSysCommand(var Msg: TWMSysCommand);
 message WM_SYSCOMMAND;
 public
 { Public declarations }
 end;
var
 Form1: TForm1;
implementation
{$R *.DFM}
const
 SC_MyMenuItem = WM_USER + 1;
procedure TForm1.FormCreate(Sender: TObject);
begin
 AppendMenu(GetSystemMenu(Handle, FALSE), MF_SEPARATOR, 0, '');
 AppendMenu(GetSystemMenu(Handle, FALSE),
 MF_STRING,
 SC_MyMenuItem,
 'My Menu Item');
end;
procedure TForm1.WMSysCommand(var Msg: TWMSysCommand);
begin
 if Msg.CmdType = SC_MyMenuItem then
 ShowMessage('Got the message') else
 inherited;
end;