[Karsh]

можно так:

Код:

unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, StdCtrls;

type
  TForm1 = class(TForm)
    procedure FormClose(Sender: TObject; var Action: TCloseAction);
  private
    procedure WndProc(var Message: TMessage); override;
    procedure FormMinimize();
    procedure FormMaximize();
    procedure FormRestore();
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.WndProc(var Message: TMessage);
begin
  inherited;
  with Message do
    case Msg of
      WM_SYSCOMMAND: begin
        if not (csDesigning in ComponentState) then
          case WParam of
            SC_MINIMIZE: FormMinimize;
            SC_MAXIMIZE: FormMaximize;
            SC_RESTORE: FormRestore;
          end;
      end;
    end;
end;

procedure TForm1.FormMinimize();
begin
  Application.Title:= 'MINIMIZE';
  Caption:= Application.Title;
end;

procedure TForm1.FormMaximize();
begin
  Application.Title:= 'MAXIMIZE';
  Caption:= Application.Title;
end;

procedure TForm1.FormRestore();
begin
  Application.Title:= 'RESTORE';
  Caption:= Application.Title;
end;

procedure TForm1.FormClose(Sender: TObject; var Action: TCloseAction);
begin
  If MessageDlg('Хотите закрыть окно?', mtConfirmation, [mbYes, mbNo], 0) = mrNo then
    Action:= caNone;
end;

end.