Removing the caption border (FULL SCREEN)

[Icyculyr]

I am wanting to go full screen, I have done this:
(HANDWRITTEN CODE, Syntax may be incorrect)

HWND hWnd = CreateWindowEx(NULL, szWindowClass, szWindowTitle, NULL, CW_USEDEFAULT, 0, CW_USEDEFAULT, 0, NULL, NULL, hInstance, NULL);

if (!hWnd)
{
    return FALSE;
}

ShowWindow(hWnd, SW_SHOWMAXIMIZED);
UpdateWindow(hWnd);

That gets the desired result, except the Caption Border (the blue bar up the top of all windows) is still there...

How can I remove that?

Cheers