I found: in the window's system menu, the "Move" menu item can not be disable by the following code:
CMenu *pSysMenu = this->GetSystemMenu(FALSE);
if ( pSysMenu != NULL )
pSysMenu->EnableMenuItem( SC_MOVE, MF_GRAYED );
The "Move" menu item is still enabled when system menu pops;
And the "Close" menu item is no problem!