Skin My Form - Shadow Edges Are Choppy

I tried to skin my application and failed. I can get it to work if I don�t have semi transparent pixels on the outside of my form. But I want to use a skin I found on Deviant art that was made for Miranda. It is really nice but and it has a shadow around it. To get it to work in vb.net (I�m using 2005 btw) I have to fill around the main picture and take out the initializing (I think that is what it is called). But then the form�s edges are choppy. How does Miranda allow the shadows but I can�t in vb.net?

I first tried to do it the easy way. I set up some transparent panels with transparent pictureboxes in them and put my corners and middle fills as the backgrounds. I made the form with no border and set the transparent key to transparent. That didn�t work, so I made the form magenta and the transparent key magenta. The outside of the for where the shadow is was drawn on the magenta and the magenta bled through. So I edited the png�s to be magenta all around the form (eliminating the shadows) and it worked, but the corners were choppy.

Then tried some code I found on the net that tried to make a new control as a transparent panel. It was overriding the paint events and drawing to an off screen bitmap. I really didn't understand it and it just showed up as a blank screen. There has to be a way to do this.