Yes, I found that it was not the Pen it was how DrawRectangle draws the lines!!!! It is very annoying!!!!!!!
Here is the rectangle I have to use to draw a border:
this.BorderRect=new Rectangle(this.borderWidth/2, this.borderWidth/2, this.Size.Width-this.borderWidth, this.Size.Height-this.borderWidth);
The top and left edges start the line in the middle and move out half and half. The right and bottom edges start on the inside and draw out!!
Why?