Custom VB.NET Form

I would like to create a custom form in VB.NET (2005 or 2008).

I always design my forms in photoshop, and then I save the form as a PNG graphic and set that graphic as a background in my VB.NET Form, then i put unfamiliar color as background (such as purple), and then I set a transparency key on the purple color, so it becomes transparent.

This is working well, but most of the times the graphic becomes jagged. Please check a sample here:
http://www.smartwayservice.com/ee/custom_form.jpg

How can I do this in a more professional way, so the graphic remains of high quality.

I would also like to know what do you recommend for the "minimize" and "close" buttons (Since my FormBorderStyle is set to None, the default don't appear). I usually create them as PictureBoxes and I set a click events to handle the close and minimize functions, but I don't like this because it's taking around a second to perform the action, I prefer the functionality of the default close and minimize, how can I create something similar?

What are guys like those who created the Real Player 11 form doing? Their form interface is an ideal example of what I'm trying to achieve. They do the design excellent and smooth, and the functionality of their buttons is great and quick (even though they have design on it)

Any ideas..?
Thanks