CommonControls (Replacement of the MS common controls)

[Karl77]

It's difficult to have no border as it's back always when the control size has been changed.

Yes, I experienced this too.
Solution seems to be simple:

Public Property Let VisualStyles(ByVal Value As Boolean)
PropVisualStyles = Value
If ProgressBarHandle <> 0 And EnabledVisualStyles() = True Then
    Dim dwExStyle As Long, dwExStyleOld As Long
    dwExStyle = GetWindowLong(hWnd, GWL_EXSTYLE)
    dwExStyleOld = dwExStyle
    If PropVisualStyles = True Then
        ActivateVisualStyles ProgressBarHandle
        If (dwExStyle And WS_EX_STATICEDGE) = WS_EX_STATICEDGE Then dwExStyle = dwExStyle And Not WS_EX_STATICEDGE
    Else
        RemoveVisualStyles ProgressBarHandle
        If Not (dwExStyle And WS_EX_STATICEDGE) = WS_EX_STATICEDGE Then
            dwExStyle = dwExStyle And Not WS_EX_STATICEDGE
        End If
    End If
    'If dwExStyle <> dwExStyleOld Then
    SetWindowLong ProgressBarHandle, GWL_EXSTYLE, dwExStyle
    Call ComCtlsFrameChanged(ProgressBarHandle)
    'End If
    Me.Refresh
End If
UserControl.PropertyChanged "VisualStyles"
End Property

EDIT:
This is also the place where a Border property could snap to.