Deshabilitar botón cerrar

Private Const CP_NOCLOSE_BUTTON As Integer = &H200
    Protected Overloads Overrides ReadOnly Property CreateParams() As CreateParams
        Get
            Dim myCp As CreateParams = MyBase.CreateParams
            myCp.ClassStyle = myCp.ClassStyle Or CP_NOCLOSE_BUTTON
            Return myCp
        End Get
    End Property

fuente:
http://stackoverflow.com/questions/1743433/visually-remove-disable-close-button-from-title-bar-net
http://stackoverflow.com/questions/6172390/disabling-close-button-vb-net