Anchors: do they work as advertised?

The new feature of .NET controls: Anchoring and Docking. Almost each book devoted to VB.NET contains simple example, showing how nice now became to manage controls on a form. But from my experience, the reality is not so good. While on developer’s computer, all controls behave as it advertised, but when installing at the users computers, the controls will go out of the forms border, overlap each other, etc. I think that different video cards produce such result, because tests on a developers computer with changing screen resolutions do not revealed any problems, and only after installing at clients, some computers displayed different controls layout. It already happened with several projects, so if anyone faced such a problem, how you solved it?

Remark:
I have also come across the same problem with Windows XP, you have to compensate height, width and stuff for the "cute" round edges of forms as default in XP, if you develop in traditional desktop apperance and install to a xp with the standard scheme, you are often facing problems, and vice versa.