It is quite easy to do this. All that is needed is to call the DP4 API trm_get_hwnd() to discover the handle of the PROGRUN window. Then standard Windows APIs are used to change the window frame in the desired manner. Click here to download/view some sample code which illustrates how to do this. This sample code can be used to replace progrun.obj in your application build.
N.B. This code is unsupported. Use it only if you have enough knowledge of Windows APIs to be able to maintain it yourself.