That border can be changed in Stylebuilder, under the "Listview" property if Im not mistaken.
Seems to me though that the VS looks nicer with it, since most people usually have a toolbar/styler under the captionbar, which is when the border looks nice.
I agree with raoul,see if there is border property in Listview,if u dont see anything in stylebuilder,just edit the XML file, under <CLASS Name="ListView"> add <Property Name="BgType" Value="BorderFill"/> <Property Name="BorderSize" Value="0"/> or just <Property Name="BgType" Value="none"/>