How are custom Windows Borders and styles done?

I have seen a program recently that has got what appears to be a custom Window border. I don't know how this is accomplished. If anyone does know then please do tell me as this is interesting. I am mostly interested in something similar shown in the picture

Window example of what I am trying to accomplish

Solution

You must handle the non-client messages like WM_NCPAINT. Depending on your design you might need to call DwmDefWindowProc as well.

Use SetWindowRgn if you want XP style rounded edges or SetLayeredWindowAttributes for full alpha support and custom shadows.