タスクバーから消すのは

program Project1;

uses
   Forms, Windows,
   Unit1 in 'Unit1.pas' {Form1};

{$R *.res}

begin
   SetWindowLong(Application.Handle, GWL_EXSTYLE,
      GetWindowLong(Application.Handle, GWL_EXSTYLE) or WS_EX_TOOLWINDOW);
   Application.Initialize;
   Application.CreateForm(TForm1, Form1);
   Application.Run;
end.