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;