In C/C++
LONG lStyle = GetWindowLong(hwnd, GWL_STYLE);
lStyle &= ~(WS_CAPTION | WS_THICKFRAME | WS_MINIMIZEBOX | WS_MAXIMIZEBOX | WS_SYSMENU);
SetWindowLong(hwnd, GWL_STYLE, lStyle);
WS_CAPTION is defined as (WS_BORDER | WS_DLGFRAME). You can get away with removing just these two styles, since the minimize maximize and sytem menu will disappear when the caption disappears, but it's best to remove them as well.
It's also best to remove the extended border styles.
LONG lExStyle = GetWindowLong(hwnd, GWL_EXSTYLE);
lExStyle &= ~(WS_EX_DLGMODALFRAME | WS_EX_CLIENTEDGE | WS_EX_STATICEDGE);
SetWindowLong(hwnd, GWL_EXSTYLE, lExStyle);
And finally, to get your window to redraw with the changed styles, you can use SetWindowPos.
SetWindowPos(hwnd, NULL, 0,0,0,0, SWP_FRAMECHANGED | SWP_NOMOVE | SWP_NOSIZE | SWP_NOZORDER | SWP_NOOWNERZORDER);
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