[f00rd]

TMainForm = class(TForm)
  ...
private
  { Private declarations }
  procedure WMSysCommandMy(var Message: TWMSysCommand); message WM_SYSCOMMAND;
public
  { Public declarations }
end;
...
procedure TMainForm.WMSysCommandMy;
begin
 with Message do
  begin
    if (CmdType and $FFF0 = SC_MINIMIZE) and (Application.MainForm = Self) then
      ShowMessage('Minimizing')
    else inherited;
  end;
end;

вместо ShowMessage('Minimizing') вставляешь что-то типа Self.Hide =))))