拦截WM_NCPAINT消息即可:
procedure TForm1.WMNCPaint(var Msg: TWMNCPaint);
var
dc: hDc;
Pen: hPen;
OldPen: hPen;
OldBrush: hBrush;
begin
inherited;
dc := GetWindowDC(Handle);
msg.Result := 1;
Pen := CreatePen(PS_SOLID, 1, RGB(255, 0, 0));
OldPen := SelectObject(dc, Pen);
OldBrush := SelectObject(dc, GetStockObject(NULL_BRUSH));
Rectangle(dc, 0, 0, Form1.Width, Form1.Height);
SelectObject(dc, OldBrush);
SelectObject(dc, OldPen);
DeleteObject(Pen);
ReleaseDC(Handle, Canvas.Handle);
end;