This is a really dirty hack - but it's oh-so effective
Code:
myWindow = Turbine.UI.LotRO.Window()
---size/position code here
moveBlocker = Turbine.UI.Control()
moveBlocker:SetParent(myWindow);
moveBlocker:SetSize() -- size it so it's about the same size as the title bar
moveBlocker:SetPosition() -- position it above the title bar
moveBlocker:SetBackColor(Turbine.UI.Color(0,0,0)); -- keep temporarily to aid you in positioning
SetZOrder(10); -- just to make sure it's above everything else.
Now, you won't be able to drag it, or even get that 4-way cursor - because that control (moveBlocker) will intercept any mouse commands, and unlike the UI.Lotro window, a control won't auto-move on drag.