C / C++ / MFC

#include <tchar.h>

BOOL CALLBACK EnumWindowsProc( HWND hwnd, LPARAM lParam )
{
   TCHAR a_szClass[64] = {0};
   ::GetClassName( hwnd, a_szClass, 63 );
   // Check if the passed in window is a console window.
   if( !_tcsicmp( a_szClass, _T("ConsoleWindowClass") ) )
   {
      DWORD a_dwWindowThread = ::GetWindowThreadProcessId( hwnd, NULL );
      
      // Check if the console window is the one we are running in...wouldn't want to remove another console's close button.
      if( a_dwWindowThread == ::GetCurrentThreadId() )
      {
         // We found our console window.
         *((HWND*)lParam) = hwnd;
         
         // We are done searching.
         return FALSE;
      }
   }

   // Continue the search.
   return TRUE;
}

void RemoveYourConsoleCloseButton()
{
   // Search for our console window.  We could do this using GetConsoleWindow, but that function is supported only
   // on Win2K and later, and not at all on 9X systems.
   HWND a_hThisConsoleWindow = NULL;
   ::EnumWindows( EnumWindowsProc, (LPARAM)&a_hThisConsoleWindow );

   if( a_hThisConsoleWindow )
   {
      // We found the console window...now disable the close button.
      HMENU a_hMenu = ::GetSystemMenu( a_hThisConsoleWindow, FALSE );
      if( a_hMenu )
      {
         // Removing the SC_CLOSE system menu item will disable the Close button.
         ::RemoveMenu( a_hMenu, SC_CLOSE, MF_BYCOMMAND );
         
         // Redraw the frame so the X button is redrawn.
         ::SetWindowPos( a_hThisConsoleWindow, NULL, 0, 0, 0, 0, SWP_NOSIZE|SWP_NOMOVE|SWP_NOZORDER|SWP_DRAWFRAME );
      }
   }
}

Stop being PC and accounting for everyone and his momma's timeframe. Just enjoy your - Rohit Sinha in the content-challenged thread