Public Declare Function RemoveMenu Lib "user32" (ByVal hMenu As Long, _
    ByVal nPosition As Long, ByVal wFlags As Long) As Long
Public Declare Function GetSystemMenu Lib "user32" (ByVal hWND As Long, _
    ByVal bRevert As Long) As Long

Public Sub DisableCloseButton(hWND As Long)
    Dim hSysMenu As Long
    hSysMenu = GetSystemMenu(hWND, 0)
    RemoveMenu hSysMenu, 6, &H400&
    RemoveMenu hSysMenu, 5, &H400&
End Sub

' Add code below to Form_Load()
DisableCloseButton Me.hWND