{
  Make your application like a game. Full Screen.
  Disable all of the system keys.
}

procedure TForm1.FormCreate(Sender: TObject);
var
  HTaskbar: HWND;
  OldVal: LongInt;
begin
  try
  // Find handle of TASKBAR
  HTaskBar := FindWindow('Shell_TrayWnd', nil);
  // Turn SYSTEM KEYS off, Only Win 95/98/ME
  SystemParametersInfo(97, Word(True), @OldVal, 0);
  // Disable the taskbar
  EnableWindow(HTaskBar, False);
  // Hide the taskbar
  ShowWindow(HTaskbar, SW_HIDE);
  finally
  with Form1 do 
  begin
  BorderStyle := bsNone;
  FormStyle := fsStayOnTop;
  Left := 0;
  Top := 0;
  Height := Screen.Height;
  Width := Screen.Width;
  end;
  end
end;

procedure TForm1.FormClose(Sender: TObject; var Action: TCloseAction);
var
  HTaskbar: HWND;
  OldVal: LongInt;
begin
  //Find handle of TASKBAR
  HTaskBar := FindWindow('Shell_TrayWnd', nil);
  //Turn SYSTEM KEYS Back ON, Only Win 95/98/ME
  SystemParametersInfo(97, Word(False), @OldVal, 0);
  //Enable the taskbar
  EnableWindow(HTaskBar, True);
  //Show the taskbar
  ShowWindow(HTaskbar, SW_SHOW);
end;