What does exactly 'Invalidate' method of controls do?

[Lunatic3]

Try the following code:

Private Sub Form1_MouseDown(ByVal sender As Object, ByVal e As System.Windows.Forms.MouseEventArgs) Handles MyBase.MouseDown
        Static Dim secondclick As Boolean
        Static mousepos1, mousepos2 As Point
        If e.Button = MouseButtons.Left Then
            Dim  g As Graphics = Me.CreateGraphics
            If secondclick = False Then
                Me.Refresh() ' comment this line and try the next line to note the difference.
                ' Me.Invalidate()
                mousepos1 = New Point(e.X, e.Y)
                secondclick = True
            Else
                mousepos2 = New Point(e.X, e.Y)
                secondclick = False
                g.DrawLine(New Pen(Color.Black, 1), mousepos1.X, mousepos1.Y, mousepos2.X, mousepos2.Y)
          End If
            g.DrawLine(New Pen(Color.Black, 1), e.X, e.Y - 5, e.X, e.Y + 5)
            g.DrawLine(New Pen(Color.Black, 1), e.X - 5, e.Y, e.X + 5, e.Y)
            g.Dispose()
        End If
End Sub

How can you describe this difference between Refresh and Invalidate? Doesn't Refresh call Invalidate?