Well you got that the wrong way around, with the style you define what you want and not what you don't want. ;)
sf::Style::Titlebar | sf::Style::Close
(It's also explained in the official tutorial (http://www.sfml-dev.org/tutorials/1.6/window-window.php).)
Whenever you post C++ code you should use the code=cpp tag. ;)
Also you should consider SFML 2 (https://github.com/SFML/SFML/wiki/FAQ#wiki-grl-version).