I am using this code to make my form (FormBorderStyle=none) with rounded edges:
[DllImport("Gdi32.dll", EntryPoint = "CreateRoundRectRgn")]
private static extern IntPtr CreateRoundRectRgn
(
    int nLeftRect, // x-coordinate of upper-left corner
    int nTopRect, // y-coordinate of upper-left corner
    int nRightRect, // x-coordinate of lower-right corner
    int nBottomRect, // y-coordinate of lower-right corner
    int nWidthEllipse, // height of ellipse
    int nHeightEllipse // width of ellipse
 );
public Form1()
{
    InitializeComponent();
    Region = System.Drawing.Region.FromHrgn(CreateRoundRectRgn(0, 0, Width, Height, 20, 20));
}
And this to set a custom border on the Paint event:
    ControlPaint.DrawBorder(e.Graphics, this.ClientRectangle, Color.Black, 5, ButtonBorderStyle.Solid, Color.Black, 5, ButtonBorderStyle.Solid, Color.Black, 5, ButtonBorderStyle.Solid, Color.Black, 5, ButtonBorderStyle.Solid);
But see this 
.
The inside form rectangle doesn't have rounded edges.
How can I make the blue inside form rectangle to have rounded edge too so it wont look like the screenshot?