You should enable visual styles in a Main function, before your form gets loaded, then call DoEvents(). I recommend that you create a Main class and add the Main method there as shown below.
Public Class Main
Public Shared Sub Main(ByVal args() As String)
Application.EnableVisualStyles()
Application.DoEvents()
Application.Run(New MyForm)
End Sub
End Class
Next, you need to change your project setting's Startup Object to "Sub Main". You can find this option by right clicking your project in the solution explorer, click on Properties, select CommonProperties\General in the dialog's tree.