Code:

type

TForm1 = class(TForm)

...

protected

   procedure CreateParams(var Params: TCreateParams); override;

end;

var

Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.CreateParams(var Params: TCreateParams);

begin

inherited;

Params.Style := (Params.Style or WS_THICKFRAME);

end;