How to change Form Border Color

Question

Hi Guys,
Can you please let me know how I can create a Form which it's border color is Fixed and not change by windows system default style?How can I change the color from Blue to Gray and render the form with new color in any OS regardless of what default windows color the user is using?
For Example, how can i create a Form like this which will be run as following regardless of user default setting(As my OS default setting is Blue but the App is running by it's own designed color).
http://behseini.persiangig.com/GUI/GUI.bmp


Thanks