I just found out myself how to do it. I was expecting an answer like this:
Bitmap bmp = new Bitmap(1, 16);
Graphics g = Graphics.FromImage(bmp);
System.Drawing.Drawing2D.LinearGradientBrush b1 =
new System.Drawing.Drawing2D.LinearGradientBrush(
new Rectangle(0, 0, 1, 6),
Color1,
Color2,
System.Drawing.Drawing2D.LinearGradientMode.Vertical);
System.Drawing.Drawing2D.LinearGradientBrush b2 =
new System.Drawing.Drawing2D.LinearGradientBrush(
new Rectangle(0, 7, 1, 16),
Color3,
Color4,
System.Drawing.Drawing2D.LinearGradientMode.Vertical);
g.FillRectangle(b1, new Rectangle(0, 0, 1, 6));
g.FillRectangle(b2, new Rectangle(0, 7, 1, 16));
g.Dispose();
The Bitmap bmp has now the 2 gradient.