private static int WM_NCPAINT = 0x0085;
private static int WM_ERASEBKGND = 0x0014;
private static int WM_PAINT = 0x000F;

[DllImport("user32.dll")]
static extern IntPtr GetDCEx(IntPtr hwnd, IntPtr hrgnclip, uint fdwOptions);

[DllImport("user32.dll")]
static extern int ReleaseDC(IntPtr hwnd, IntPtr hDC);

protected override void WndProc(ref Message m)
{
    base.WndProc(ref m);
    if (m.Msg == WM_NCPAINT || m.Msg == WM_ERASEBKGND || m.Msg == WM_PAINT)
    {
        IntPtr hdc = GetDCEx(m.HWnd, (IntPtr)1, 1 | 0x0020);

        if (hdc != IntPtr.Zero)
        {
            Graphics graphics = Graphics.FromHdc(hdc);
            Color borderColor = Color.Blue;
            Rectangle rectangle = new Rectangle(0, 0, this.Width, this.Height);
            ControlPaint.DrawBorder(graphics, rectangle, borderColor, ButtonBorderStyle.Solid);
            m.Result = (IntPtr)1;
            ReleaseDC(m.HWnd, hdc);
        }
    }
}