I just had a quick look at your project...
If you check the borderstyle of the main form, you'll notice that it does not change when you switch between "None" and "Fixed Single". So even if you do set it to "None", it still will have a thin lined border. Compare that to my example project I posted before, you'll notice that it does not have a thin lined border when you set the border property to "None".
The reason why the thin lined border still shows in your form is because you use a menu on that form, which you forgot to mention in this thread.
Remove the menu and you'll notice that there wont be a border, toolbar, etc and that you can perfectly set a caption for the form and show it in the taskbar.
If you still want to use the menu, I suggest to try the method given in the link given by fatfreechicken. Though, I'd suggest to first optimize and revise your project as it is a bit chaotic already.
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