If you need to prevent the user to close the appl. from the close-button in the form, then you can use Joe F, Darley's way to do so. But you can also add this code to prevent [ALT]+[F4] and by right-clik on the appl. in the programme-bar.
 private
 { Private declarations }
 OkToClose: Boolean;
{In the forms OnCloseQuery event:}
procedure TForm1.FormCloseQuery(Sender: TObject; var CanClose: Boolean);
begin
 CanClose := OkToClose;
end;
{And in your own closebutton: ( if you want to have one )}
procedure TForm1.CloseProgrammeClick(Sender: TObject);
begin
 OkToClose := True;
 Close;
end;
This way you cannot close the appl. other than if you let the user by your own
 close-button.
Well... There is one way to close it... You can close the appl. by press
 [Ctrl]+[Alt]+[Del] and then close it in progresses or in the Job-list
 for programmes...