type
  TfrmMyMDIForm = class(TForm)
  public
    
procedure WMSize(var Msg: TWMSIZE); message WM_SIZE
  end;
implementation

procedure TfrmMyMDIForm.WMSize(var Msg: TWMSize);
begin
  if Msg.SizeType = SIZE_MINIMIZED then
    ShowWindow(Handle, SW_HIDE);
end; 