type 
  TForm1 = class(TForm) 
  protected 
    procedure CreateParams(var Params: TCreateParams); override; 
  end; 

var 
  Form1: TForm1; 

implementation 

{$R *.dfm} 

procedure TForm1.CreateParams(var Params: TCreateParams); 
const 
  CS_DROPSHADOW = $00020000; 
begin 
  inherited; 
  Params.WindowClass.Style := Params.WindowClass.Style or CS_DROPSHADOW; 
end;