You can limit window control by pausing the current script indefinitely, waiting for user to enter data etc. - combined with hiding the Status bar, this will prevent your user from closing or minimising the window. (It seems they can still maximise it.).
It's probably not helpful to say it, given that you are using FM11, but FM12's modal windows give you much more control - it was one of the reasons I decided to upgrade.
You can also use Script Triggers to limit the user closing the window (IIRC, you can use OnLayoutExit to trap an attempt to close the window).