+1  A: 

in XML saved from Excel it appears like this:

<Style ss:ID="s22">
   <Borders>
    <Border ss:Position="Left" ss:LineStyle="Continuous" ss:Weight="1"/>
    <Border ss:Position="DiagonalLeft" ss:LineStyle="Continuous" ss:Weight="1"/>
    ...

I don't know this library but I've seen that you can define cell's borders using XmlStyle class, specially setting the Border.Sides property:

XmlStyle sBorder = new XmlStyle();
sBorder.Border.Color = Color.Black;
sBorder.Border.Weight = 1;
sBorder.Border.LineStyle = Borderline.Continuous;
sBorder.Border.Sides = BorderSides.DiagonalLeft; //<-- here where I'm not sure!
                                                 //(I can't access the docs
                                                 // right now to check that Enum)

sheet[x, y].Style = sBorder;

thought may be this will help if you haven't tried.

najmeddine
That was my guess too, but it doesn't seem to be supported.
Diodeus
najmeddine