...add Menu Items to the System Menu?

private
  
procedure WMSysCommand(var Msg: TMessage); message WM_SYSCOMMAND;

  {...}
const
  ID_ABOUT = WM_USER + 1;
  ID_HELP = WM_USER + 2;
  ID_NEWLINE = WM_USER + 4;


  {...}

implementation

{...}

procedure TForm1.FormCreate(Sender: TObject);
var
  SysMenu: THandle;
begin
  SysMenu := GetSystemMenu(Handle, False);
  InsertMenu(SysMenu, Word(-1), MF_SEPARATOR, ID_NEWLINE, '');
  InsertMenu(SysMenu, Word(-1), MF_BYPOSITION, ID_HELP, 'Help');
  InsertMenu(SysMenu, Word(-1), MF_BYPOSITION, ID_ABOUT, 'About');
end;

procedure TForm1.WMSysCommand;
begin
  case Msg.wParam of
    ID_ABOUT : ShowMessage('About-Menu Item Pressed!');
    ID_HELP  : ShowMessage('Help-Menu Item Pressed!');
  end;
  inherited;
end;