I found the solution. You should change WinMain function to this form:
WINAPI WinMain(HINSTANCE, HINSTANCE, LPSTR, int)
{
DWORD dwExStyle = GetWindowLong(Application->Handle, GWL_EXSTYLE);
dwExStyle |= WS_EX_TOOLWINDOW;
SetWindowLong(Application->Handle, GWL_EXSTYLE, dwExStyle);
try
{
Application->Initialize();
Application->CreateForm(__classid(TMForm), &MForm);
Application->Run();
}
catch (Exception &exception)
{
Application->ShowException(&exception);
}
catch (...)
{
try
{
throw Exception(""

;
}
catch (Exception &exception)
{
Application->ShowException(&exception);
}
}
return 0;