I've googled many procedures for this, and none of them work, information below.

Code:
'''WS_EX_LAYERED = &H80000
'''GWL_EXSTYLE = (-20)
'''Both these are properly defined constants

Dim lReturn As Long, lStyle As Long
lStyle = GetWindowLong(Me.hwnd, GWL_EXSTYLE)
 '-->This seems to return everything OK
  If Not (lStyle And WS_EX_LAYERED = WS_EX_LAYERED) Then
      lStyle = Style Or WS_EX_LAYERED
       lReturn = SetWindowLong(Me.hwnd, GWL_EXSTYLE, lStyle)
 '-->SetWindowLong Returns 0, which apparently means an error
       lReturn = GetLastError
 '-->GetLastError, also returns 0?
   End If
So, the basis of the question is, Why isn't SetWindowLong working?
Its just a plain form, Fixed ToolDialog border.