dll $mdx SetBorderStyle $dname id clientedge
dll $mdx SetBorderStyle $dname id staticedge
You can do this with edit too. Others controls are windowedge, dlgmodal, dlgframe, border. You can combine two or more controls, like staticedge dlgmodal.
In the dialog you put above, Mtec89 change the dialog font too with SetFont. I recommend you download the mdx help files.