' The state of our little button
Private _buttState As ButtonState = ButtonState.Normal
Private _buttPosition As New Rectangle()

<DllImport("user32.dll")> _
Private Shared Function GetWindowDC(hWnd As IntPtr) As IntPtr
End Function
<DllImport("user32.dll")> _
Private Shared Function GetWindowRect(hWnd As IntPtr, ByRef lpRect As Rectangle) As Integer
End Function
<DllImport("user32.dll")> _
Private Shared Function ReleaseDC(hWnd As IntPtr, hDC As IntPtr) As Integer
End Function
Protected Overrides Sub WndProc(ByRef m As Message)
    Dim x As Integer, y As Integer
    Dim windowRect As New Rectangle()
    GetWindowRect(m.HWnd, windowRect)

    Select Case m.Msg
        ' WM_NCPAINT
        ' WM_PAINT
        Case &H85, &Ha
            MyBase.WndProc(m)

            DrawButton(m.HWnd)

            m.Result = IntPtr.Zero

            Exit Select

        ' WM_ACTIVATE
        Case &H86
            MyBase.WndProc(m)
            DrawButton(m.HWnd)

            Exit Select

        ' WM_NCMOUSEMOVE
        Case &Ha0
            ' Extract the least significant 16 bits
            x = (CInt(m.LParam) << 16) >> 16
            ' Extract the most significant 16 bits
            y = CInt(m.LParam) >> 16

            x -= windowRect.Left
            y -= windowRect.Top

            MyBase.WndProc(m)

            If Not _buttPosition.Contains(New Point(x, y)) AndAlso _buttState = ButtonState.Pushed Then
                _buttState = ButtonState.Normal
                DrawButton(m.HWnd)
            End If

            Exit Select

        ' WM_NCLBUTTONDOWN
        Case &Ha1
            ' Extract the least significant 16 bits
            x = (CInt(m.LParam) << 16) >> 16
            ' Extract the most significant 16 bits
            y = CInt(m.LParam) >> 16

            x -= windowRect.Left
            y -= windowRect.Top

            If _buttPosition.Contains(New Point(x, y)) Then
                _buttState = ButtonState.Pushed
                DrawButton(m.HWnd)
            Else
                MyBase.WndProc(m)
            End If

            Exit Select

        ' WM_NCLBUTTONUP
        Case &Ha2
            ' Extract the least significant 16 bits
            x = (CInt(m.LParam) << 16) >> 16
            ' Extract the most significant 16 bits
            y = CInt(m.LParam) >> 16

            x -= windowRect.Left
            y -= windowRect.Top

            If _buttPosition.Contains(New Point(x, y)) AndAlso _buttState = ButtonState.Pushed Then
                _buttState = ButtonState.Normal
                ' [[TODO]]: Fire a click event for your button
                '           however you want to do it.
                DrawButton(m.HWnd)
            Else
                MyBase.WndProc(m)
            End If

            Exit Select

        ' WM_NCHITTEST
        Case &H84
            ' Extract the least significant 16 bits
            x = (CInt(m.LParam) << 16) >> 16
            ' Extract the most significant 16 bits
            y = CInt(m.LParam) >> 16

            x -= windowRect.Left
            y -= windowRect.Top

            If _buttPosition.Contains(New Point(x, y)) Then
                m.Result = DirectCast(18, IntPtr)
            Else
                ' HTBORDER
                MyBase.WndProc(m)
            End If

            Exit Select
        Case Else

            MyBase.WndProc(m)
            Exit Select
    End Select
End Sub

Private Sub DrawButton(hwnd As IntPtr)
    Dim hDC As IntPtr = GetWindowDC(hwnd)
    Dim x As Integer, y As Integer

    Using g As Graphics = Graphics.FromHdc(hDC)
        ' Work out size and positioning
        Dim CaptionHeight As Integer = Bounds.Height - ClientRectangle.Height
        Dim ButtonSize As Size = SystemInformation.CaptionButtonSize
        x = Bounds.Width - 4 * ButtonSize.Width
        y = (CaptionHeight - ButtonSize.Height)  2
        _buttPosition.Location = New Point(x, y)

        ' Work out color
        Dim color As Brush
        If _buttState = ButtonState.Pushed Then
            color = Brushes.LightGreen
        Else
            color = Brushes.Red
        End If

        ' Draw our "button"
        g.FillRectangle(color, x, y, ButtonSize.Width, ButtonSize.Height)
    End Using

    ReleaseDC(hwnd, hDC)
End Sub

Private Sub Form1_Load(sender As Object, e As EventArgs)
    _buttPosition.Size = SystemInformation.CaptionButtonSize
End Sub