Now it seems as if the border only renders (or draws) when the form gets re-sized. It has the client area, but it takes that of the background behind the client area, Here's some pictures to show you what I mean:

Now that is when the form has focus, the user can start using the form. Even though you cannot see it, it does in fact have a client area. To prove it, drag it around!

Now as you can see, it took what was behind the form, and used it as the client area. Now as soon as we re-size the form it changes to this:

Now as you can obviously tell, it doesn't render an icon, caption buttons, or name of the form. It just renders the border, which is all I'm working on for now.
If anyone ever worked with this, and could provide some help, it would be greatly appreciated.