Firstly I want mention that I have already read all articles on SO on subject, but still have no answer for my question. Also my question slightly different than others.
In Vista and Windows 7 there is a new thing called the Desktop Window Manager. This is used to draw the "Aero glass" window titlebars, and do the glow effects. The old Windows XP approach of implementing WM_NCPAINT handlers doesn't work with this new system, so you have to use a whole new API.
I'm sure I've seen some articles on doing what you're asking about, but can't find them right now. Some pages that might give you some leads are:
http://msdn.microsoft.com/en-us/magazine/cc163435.aspx
http://msdn.microsoft.com/en-us/library/aa969540(v=VS.85).aspx
http://delphihaven.wordpress.com/2010/04/19/setting-up-a-custom-titlebar/