En VB, je crois que c'est impossible de l'enlever, mais tu peux le désactiver en mettant ceci dans un module:
'windows constants for CloseMenu
Private Declare Function GetSystemMenu Lib "user32" (ByVal hwnd As Long, ByVal bRevert As Long) As Long
Private Declare Function GetMenuItemCount Lib "user32" (ByVal hMenu As Long) As Long
Private Declare Function RemoveMenu Lib "user32" (ByVal hMenu As Long, ByVal nPosition As Long, ByVal wFlags As Long) As Long
Private Declare Function DrawMenuBar Lib "user32" (ByVal hwnd As Long) As Long