To disable the 'x'...
Code:
Option Explicit

Private Const MF_BYPOSITION = &H400&

Private Declare Function RemoveMenu Lib "user32" (ByVal hMenu As Long, ByVal nPosition As Long, ByVal wFlags As Long) As Long
Private Declare Function GetSystemMenu Lib "user32" (ByVal hwnd As Long, ByVal bRevert As Long) As Long

Private Sub Form_Load()
    RemoveMenu GetSystemMenu(hwnd, 0), 6, MF_BYPOSITION
End Sub