This is only an issue if you have Drop Shadows turned off in appearance settings.
I noticed some of our applications form windows had no borders. Specifically they have been missing the 1 pixel thick border for the left part, right part and bottom part of the form window. All of the forms had in common that they were using FormBorderStyle FixedToolWindow or SizableToolWindow. When it is like this it is hard to distinguish where one dialog stop and another one begins.
We find it plausible that some of our users will have their computers set up like this without the ability to change it.
Is there a way to get the dialog windows looking better without doing anything crazy like manually drawing all borders?