A common recommendation for this type of thing is to hid the border and draw your own. That can work although it's a bit of a hack. If you want to change the appearance of the non-client area then that's exactly what you should do. .NET doesn't provide direct access to the non-client area of a form though, so it requires unmanaged code. Here's a good run down of the "proper" way.
That said though, I'll point out again that a person asking how to tart up their UI is the person with a very low post count. UI's might be the most visible aspect of an application but skinning is a long way down the list of aspects that are important to an application. I recommend to anyone and everyone that you learn to code to a reasonably competent level before worrying about creating fancy interfaces.