Это значит, что у тебя был не GDI. Direct3D по крайней мере тогда работал через DirectDraw.

LPDIRECTDRAWSURFACE4        g_pDDSBack = NULL;   // DirectDraw back surface
...

    // Get a pointer to the back buffer
    ddscaps.dwCaps = DDSCAPS_BACKBUFFER;
    hRet = g_pDDSPrimary->GetAttachedSurface(&ddscaps, &g_pDDSBack);
...
    g_pDDSBack->Blt(NULL, NULL, NULL, DDBLT_COLORFILL | DDBLT_WAIT, &ddbltfx);

...

    if (g_pDDSBack->GetDC(&hdc) == DD_OK)
    {
        SetBkMode(hdc, TRANSPARENT);
            HPEN hP = CreatePen(PS_SOLID, 1, RGB(255, 0, 0));
            HPEN hPOld = (HPEN) SelectObject(hdc, hP);

            // Small window
            for(int i = - 3; i < 4; i++)
                for(int j = - 3; j < 4; j++)
                {
                    if(i + DebLineY < 0 || j + DebLineX < 0)
                        continue;
                    COLORREF cr = GetPixel(hdc, j + DebLineX, i + DebLineY);
                    for(int a = 0; a < 8; a++)
                        for(int b = 0; b < 8; b++)
                            SetPixel(hdc, 400 + j*9+b, 200 + i*9+a, cr);

            hRes = g_pDDSCopy->Blt(&r, g_pDDSBack, &r, DDBLT_WAIT, NULL);

S>public partial class Form1 : Form
S>{
S>    public Form1()
S>    {
S>        InitializeComponent();
S>        Paint += Form1_Paint;

S>        SetStyle(ControlStyles.ResizeRedraw, true);
S>        //SetStyle(ControlStyles.OptimizedDoubleBuffer, true);
S>    }

S>    void Form1_Paint(object sender, PaintEventArgs e)
S>    {
S>        var rect = ClientRectangle;
S>        using (var pen = new Pen(Color.Red, 50))
S>            e.Graphics.DrawLine(pen, rect.Left, rect.Top, rect.Right, rect.Bottom);
S>    }
S>}
S>

public partial class TestForm : System.Windows.Forms.Form
    {
        Point m_ChooseBegPos;
        Point m_LastMouseLocation;
        bool m_InChoosing;

        public TestForm()
        {
            InitializeComponent();
            Paint += Form1_Paint;

            SetStyle(ControlStyles.ResizeRedraw, true);
            SetStyle(ControlStyles.OptimizedDoubleBuffer, true);
        }

        void Form1_Paint(object sender, PaintEventArgs e) //или OnPaint(PaintEventArgs e) с вызовом base.OnPaint в конце
        {
            if(m_InChoosing)
            using (var p = new Pen(Color.Red, 5))
            {
                Graphics gr = e.Graphics;
                gr.DrawLine(p, m_ChooseBegPos, new Point(m_ChooseBegPos.X, m_LastMouseLocation.Y));
                gr.DrawLine(p, m_ChooseBegPos, new Point(m_LastMouseLocation.X, m_ChooseBegPos.Y));

                gr.DrawLine(p, new Point(m_ChooseBegPos.X, m_LastMouseLocation.Y), m_LastMouseLocation);
                gr.DrawLine(p, new Point(m_LastMouseLocation.X, m_ChooseBegPos.Y), m_LastMouseLocation);
            }

        }

        protected override void OnMouseDown(MouseEventArgs e)
        {
            m_ChooseBegPos = e.Location;
            m_InChoosing = true;

            base.OnMouseDown(e);
        }

        protected override void OnMouseUp(MouseEventArgs e)
        {
            m_InChoosing = false;

            Invalidate();
            base.OnMouseUp(e);
        }

        protected override void OnMouseMove(MouseEventArgs e)
        {
            m_LastMouseLocation = e.Location;

            if (m_InChoosing)
            {
                Invalidate();
            }

            base.OnMouseMove(e);
        }
    }

    if (g_pDDSBack->GetDC(&hdc) == DD_OK)
    {
..
            // Small window
            for(int i = - 3; i < 4; i++)
                for(int j = - 3; j < 4; j++)
                {
                    if(i + DebLineY < 0 || j + DebLineX < 0)
                        continue;
                    COLORREF cr = GetPixel(hdc, j + DebLineX, i + DebLineY);
                    for(int a = 0; a < 8; a++)
                        for(int b = 0; b < 8; b++)
                            SetPixel(hdc, 400 + j*9+b, 200 + i*9+a, cr);