The trick is to add the border your self. I did so by making the main content element a DockPanel and adding a Border. You can use the border to customize the look to match the Vista Style windows. I'm not good with colors so I can't name that particular one but used Gray as an example.
Try the following
<Window x:Class="WpfApplication10.Window1"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
Title="Window1"
Height="300"
Width="300"
WindowStyle="None"
ResizeMode="NoResize">
<DockPanel>
<Border
BorderBrush="Gray"
BorderThickness="5">
<TextBlock>Here we go</TextBlock>
</Border>
</DockPanel>
</Window>