uses Winodws... ;
...

procedure TForm1.Button1Click(Sender: TObject);
var
  hwndHandle : THANDLE; //Handle of the window
  hMenuHandle : HMENU; // Handle for the Menu

begin
  hwndHandle := FindWindow(nil, 'Untitled - Notepad');
                //Receive the NotePade Window
  if (hwndHandle <> 0) then  
                //Did the handle that return was not Zero ?
   begin //Yeap
    hMenuHandle := GetSystemMenu(hwndHandle, FALSE);
          //Get the handle of the system window
    if (hMenuHandle <> 0) then //Does it exists ?
      DeleteMenu(hMenuHandle, SC_CLOSE, MF_BYCOMMAND); 
       //Then delete the Close command
  end; //If hwndHandle
end; //Procedure
...