[JoysticK]

Me voy a responder yo solo:

var
  Desktop: TControlCanvas;
  Ax, Ay, Bx, By: Integer;

begin
  Desktop := TControlCanvas.Create;

  try
    Desktop.Handle := GetDC(0);

    Desktop.Pen.Mode := pmNotXor;
    Desktop.Pen.Width := 2;
    Desktop.Pen.Color := clRed;

    Ax := Trunc( (Screen.Width - Ancho.Value ) / 2 );
    Ay := Trunc( (Screen.Height - Alto.Value ) / 2 );

    Bx := Trunc( Ax + Ancho.Value );
    By := Trunc( Ay + Alto.Value );

    Desktop.Rectangle(Ax, Ay, Bx, By);

  finally
    Desktop.Free
  end;


end;

Dibujarlo me lo dibuja, lastima que no se pudiera "quedar" por ahi flotando por la pantalla mientras trabajo