Application HookMainWindow

//H  File
bool __fastcall AppHookFunc(TMessage &Message);
//cpp file
void __fastcall TForm2::FormCreate(TObject *Sender)
{

    Application->HookMainWindow(this->AppHookFunc);
}
// ---------------------------------------------------------------------------

void __fastcall TForm2::FormClose(TObject *Sender, TCloseAction &Action)
{
    Application->UnhookMainWindow(this->AppHookFunc);
}
bool __fastcall TForm2::AppHookFunc(TMessage &Message)
{
    bool Handled;
    switch (Message.Msg)
    {
    case WM_CLOSE:
        mrYes == MessageDlg("Really Close??",
            mtWarning,
            TMsgDlgButtons() << mbYes << mbNo,
            ) ? Handled = false : Handled = true;
        break;
    }
    return Handled;
}