Handle := CreateWindowEx(WS_EX_WINDOWEDGE, 'Win', winCaption,
                          WS_VISIBLE or WS_POPUP or WS_SYSMENU,0,0,
                          200, 300, 0, 0, Inst, nil);
//...
UpdateWindow(Handle);
SetWindowLong(Handle, GWL_EXSTYLE, GetWindowLong(Handle, GWL_EXSTYLE) or WS_EX_LAYERED);
  SetLayeredWindowAttributes(Handle,RGB(255,0,255),150,LWA_COLORKEY or LWA_ALPHA);

Handle := CreateWindowEx(WS_EX_LAYERED, 'Win', winCaption,
                          WS_VISIBLE or WS_POPUP or WS_SYSMENU,0,0,
                          200, 300, 0, 0, Inst, nil);