Q:  How do I manipulate (enable/disable) the 'close' item on the default system menu (i.e. the menu which drops down from the system box when the user clicks it or presses the ALT-SPACEBAR key combination?

A:

procedure TMainForm.WMInitMenuPopup(var Msg : TWMInitMenuPopup);
begin
  if ( Msg.SystemMenu ) then
    EnableMenuItem(Msg.MenuPopup, SC_Close, MF_ByCommand or MF_Grayed);
end;