When trying to run a .Net winforms app with a progressbar on it, I found that if it was run from a non-standard class, the marquee style did not work.
The reason was because we were running the app from our own loader class, instead of the usual winforms program.cs. This was because we were instatiating it from VB using COM interop - I thought this was the cause of the issue - but it turns out that this is not the case...
The problem was that our own loader class did not enable the windows XP visual styles (apparently the Marquee style is only supported on platforms later than and including Windows XP - with visual styles enabled).
So the solution (to make the Marquee style work) is to include the following line of code before instantiating your form: