If you go over all
Windows styles[
^], and
Extended Windows Styles[
^], you should find the answer.
Also you can remove the close button using the following code (assuming you get a handle to hwnd):
HMENU hMenu = GetSystemMenu( hWnd, 0 );
int nNbItems = GetMenuItemCount(hMenu);
m_wndOptionBar.RemoveMenu(hMenu, nNbItems - 1, MF_BYPOSITION);
m_wndOptionBar.RemoveMenu(hMenu, nNbItems - 2, MF_BYPOSITION);