Title: Disable Close button on form caption
See this example. For enabling button use MF_ENABLED instead of MF_GRAYED.
procedure TForm1.Button1Click(Sender: TObject);
var
Flag: UINT;
AppSysMenu: THandle;
begin
AppSysMenu:=GetSystemMenu(Handle,False);
Flag:=MF_GRAYED;
EnableMenuItem(AppSysMenu,SC_CLOSE,MF_BYCOMMAND or Flag);
end;