私はMFCのダイアログの様にします。
#include "user32.as"
#uselib "user32"
GetSystemMenu hWnd, 0
hSysMenu = stat
RemoveMenu hSysMenu, 0xF020, 0
RemoveMenu hSysMenu, 0xF030, 0
RemoveMenu hSysMenu, 0xF120 , 0
RemoveMenu hSysMenu, 0xF000 , 0
GetWindowLong hWnd, -20
SetWindowLong hWnd, -20, stat | 0x00000001
GetWindowLong hWnd, -16
SetWindowLong hWnd, -16 , stat & ((0x00010000 | 0x00020000) ^ 0xFFFFFFFF)
SetClassLong hWnd, -14 , 0
SetClassLong hWnd, -34, 0
SetWindowPos hWnd, 0, 0, 0, 0, 0, 0x00000002 | 0x00000001 | 0x00000004 | 0x00000020
GetSystemMenu hwnd, 0
hSystemMenu = stat
DeleteMenu hSystemMenu, $0, $0001
title "HSP3"
syscolor 15:boxf:sysfont 17:syscolor 7