Use the Form.FormBorderStyle property to control a form's border.

public void InitCustomForm() 
{ 
  // Adds a label to the form. 
  Label label1 = new Label(); 
  label1.Location = new System.Drawing.Point( 80, 80 ); 
  label1.Name = "label1"; 
  label1.Size = new System.Drawing.Size( 132, 80 ); 
  label1.Text = "Start Position Information"; 
  Controls.Add( label1 );

  // Changes the border to Fixed3D. 
  FormBorderStyle = FormBorderStyle.Fixed3D; 
  
  // Displays the border information. 
  label1.Text = "The border is " + FormBorderStyle; 
}

From the .NET Framework SDK documentation