Private Declare Function GetSystemMenu Lib "user32" (ByVal hwnd As Long, ByVal bRevert As Long) As Long
Private Declare Function GetMenuItemCount Lib "user32" (ByVal hMenu As Long) As Long
Private Declare Function DrawMenuBar Lib "user32" (ByVal hwnd As Long) As Long
Private Declare Function RemoveMenu Lib "user32" (ByVal hMenu As Long, ByVal nPosition As Long, ByVal wFlags As Long) As Long
Const MF_BYPOSITION = &H400&
Const MF_REMOVE = &H1000&
Private Sub Form_Load()
    Dim hSysMenu As Long, nCnt As Long
    ' Get handle IE system menu
    ' (Restore, Maximize, Move, close etc.)
    hSysMenu = GetSystemMenu(hwnd_IE, False)

    If hSysMenu Then
        ' Get System menu's menu count
        nCnt = GetMenuItemCount(hSysMenu)
        If nCnt Then
            ' Menu count is based on 0 (0, 1, 2, 3...)
            RemoveMenu hSysMenu, nCnt -  1 , MF_BYPOSITION Or MF_REMOVE
            RemoveMenu hSysMenu, nCnt -  2 , MF_BYPOSITION Or MF_REMOVE ' Remove the seperator
            DrawMenuBar Me.hwnd
            ' Force caption bar's refresh. Disabling X button
            Me.Caption = "Try to close me!"
        End If
    End If
End Sub