type
  TForm1 = class(TForm)
    procedure FormCreate(Sender: TObject);
  private
    procedure OnAppMessage(var Msg: TMsg; var Handled: Boolean);
  end;
 
var
  Form1: TForm1;
 
implementation
 
const
  SC_MyMenuItem = WM_USER + 1;
 
{$R *.DFM}
 
procedure TForm1.FormCreate(Sender: TObject);
begin
  // Assign the application's OnMessage event to my own
  // procedure so I can check for the hidden window's WM_SYSCOMMAND
  // message.
  Application.OnMessage := OnAppMessage;
  AppendMenu(GetSystemMenu(Application.Handle, FALSE), MF_SEPARATOR, 0, '');
  AppendMenu(GetSystemMenu(Application.Handle, FALSE),
             MF_STRING,
             SC_MyMenuItem,
             'My Menu Item');
end;
 
procedure TForm1.OnAppMessage(var Msg: TMsg; var Handled: Boolean);
begin
  // Check to see if the message is a system command
  // and the message's wParam is SC_MyMenuItem
  if (Msg.message = WM_SYSCOMMAND) and (Msg.wParam = SC_MyMenuItem) then
  begin
    ShowMessage('Got the message');
    Handled := True;
  end;
end;