[The Shadow]

А как насчет этого?

Код:

unit Unit1;
interface
uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs;
type
  TForm1 = class(TForm)
  private
  protected
    procedure CreateParams(var Params: TCreateParams); override;
    procedure HITTEST(var Msg: TMessage); message WM_NCHITTEST;
  public
    { Public declarations }
  end;
var
  Form1: TForm1;
implementation
{$R *.dfm}
{ TForm1 }
procedure TForm1.CreateParams(var Params: TCreateParams);
begin
inherited;
Params.Style:=WS_POPUP or WS_THICKFRAME;
end;
procedure TForm1.HITTEST(var Msg: TMessage);
begin
Msg.Result:=HTCAPTION;
end;
end.