See the question and my original answer on StackOverflow

The Windows cue banner, if it's what you're using, has some limitation and requirements.

You cannot set a cue banner on a multiline edit control or on a rich edit control. To use this API, you must provide a manifest specifying Comclt32.dll version 6.0.

See here for the official details: EM_SETCUEBANNER message

EDIT: The Comctl32 issue means in .NET, you mist ensure there is a Application.EnableVisualStyles() line in your program start code, before Application.Run().