The following example demonstrates using the Windows API function AppendMenu() to append a new menu item to the system menu. We will define a new system command constant : SC_MyMenuItem that will be used to identify our new item to the system. After adding the menu item, we will trap the WM_SYSCOMMAND message to test if our new menu item was selected. Example:

type
  TForm  = class(TForm)
    procedure FormCreate(Sender: TObject);
  private
    { Private declarations }
    procedure WMSysCommand(var Msg: TWMSysCommand);
      message WM_SYSCOMMAND;
  public
    { Public declarations }
  end;
var
  Form : TForm ;
implementation
{$R *.DFM}
const
  SC_MyMenuItem = WM_USER +  ;
procedure TForm .FormCreate(Sender: TObject);
begin
  AppendMenu(GetSystemMenu(Handle, FALSE), MF_SEPARATOR, 0, '');
  AppendMenu(GetSystemMenu(Handle, FALSE),
             MF_STRING,
             SC_MyMenuItem,
             'My Menu Item');
end;
procedure TForm .WMSysCommand(var Msg: TWMSysCommand);
begin
  if Msg.CmdType = SC_MyMenuItem then
    ShowMessage('Got the message') else
    inherited;
end;