Aero drop - shadow on a borderless form?

Question

I tried the following code to override the CreateParams.

protected: virtual property System::Windows::Forms::CreateParams^ CreateParams
    {
        System::Windows::Forms::CreateParams^ get() override
        {
            System::Windows::Forms::CreateParams^ cp = Form::CreateParams;
            cp->ClassStyle::set(CS_DROPSHADOW);
            return cp;


        }
    }

It works fine. But it does not give the desired result.

This is the type of shadow I wanted...

And this is what I got from the code...

I was thinking if there is any way to get that aero style of Drop-Shadows ?