Brushes can be kinda tricky, you gotta declare it as a SolidBrush. Check out this example:
Code:
        Dim yellerBrush As New SolidBrush(Color.Yellow)
        Dim g As Graphics = e.Graphics
        Dim rect As New Rectangle(25, 25, 50, 50)
        g.FillEllipse(yellerBrush, rect)
But if you want to use FillRectangle(Brushes.Yellow, Rectangle), then thats perfectly fine ;]