If you're apologising because you think I was implying that you should have read the documentation yourself, don't sweat it. You should have read the TreeView documentation first but this is not one I would necessarily have expected you to find. The property description doesn't immediately indicate that it will accomplish what you want. It's only when you read the details for the property that you see what it can do and I wouldn't have expected anyone to necessarily do that. The way I see it, you should always read the type overview first and, if you haven't found what you need, the member listing. If nothing raises its head there either then it's on to other sources.
I've seen a third-party customised TreeView that does support three states in the check boxes, just like the CheckBox control, but then you'd have to accept the default look of the boxes. You may be able to do more by inheriting the control yourself but I'm not sure how exactly.