To create an MDI Form without a border, you need to override the CreateParams() method and modify the style and exStyle bytes there.
type
TForm1 = class(TForm)
// ..
procedure CreateParams(var Params: TCreateParams);
override;
end;
implementation
{$R *.DFM}
procedure TForm1.CreateParams(var Params: TCreateParams);
begin
inherited CreateParams(Params);
with Params do
begin
Style := Style and WS_BORDER;
exStyle := exStyle and WS_DLGFRAME;
end;
end;