type
TForm = class(TForm)
{...}
protected
procedure CreateParams(var Params: TCreateParams); override;
end;

implementation

{...}

procedure TForm2.CreateParams(var Params: TCreateParams);
begin
inherited CreateParams(Params);
Params.ExStyle := Params.ExStyle or WS_EX_APPWINDOW;
Params.WndParent := GetDesktopWindow;
end;