When the program is executed since the visual styles are enabled the progress bar will take up the visual style of the current operating system.You can solve this iisue by disabling the visual styles for your application by removing this line
from your starting class,But doing this will make your application look classic.So How can you solve the progress bar color issue? A better option is to go for third party progress bar controls for c#.There are lots out there,but you got to pay for it.
Also there are some pretty impressive controls available for free.Progress Bar Plus
http://www.codeproject.com/KB/progress/ProgBarPlus.aspx is such a project hosted at CodeProject.
It offers variety of designs,colour patterns,shapes whatever you wnat for free.The implemetation instructions are provided at this link.The project is licensed under The Code Project Open License (CPOL) and is free to be used without paying a fortune.