This can not be done via script. I understand that there might be a way to do this if you are using Managed Code and set your form to Full Trust, though I don't personally know how to do it.

Hi there!
This is my first time, here!!! ;)
I'm trying to Deactivate Close Button in Infopath.
Is there some code that we can use????
I'm using Microsoft Script Editor.
Anybody can help me?

Regards,
(ZMike)
Miguel Carvalho - Portugal