Оформил: DeeCo
Автор: http://www.swissdelphicenter.ch

type
   TForm1 = class(TForm)
   private
     procedure wmNCLButtonDown(var Msg: TWMNCLButtonDown); message WM_NCLBUTTONDOWN;
     procedure wmNCLButtonUp(var Msg: TWMNCLButtonUp); message WM_NCLBUTTONUP;
   end;

 var
   Form1: TForm1;

 implementation

 {$R *.DFM}

 procedure TForm1.wmNCLButtonDown(var Msg: TWMNCLButtonDown);
 begin
   if Msg.HitTest = HTHELP then
   begin
     Msg.Result := 0; // swallow mouse down on biHelp border icon 
  end
   else
     inherited;
 end;

 procedure TForm1.wmNCLButtonUp(var Msg: TWMNCLButtonUp);
 begin
   if Msg.HitTest = HTHELP then
   begin
     Msg.Result := 0;
     ShowMessage('Hi!'); // Show your help here 
  end
   else
     inherited;
 end;