If you call the following before switching back to windowed mode, you will get the Aero style, but it requires you reference System.Windows.Forms.
System.Windows.Forms.Application.EnableVisualStyles();
I'm not certain if that's the best way to do it, but it works. I've used it in my XNA games.
As an example you can hang it off your Game class:
public class FooGame : Game
{
...
private void SetWindow(bool fullscreen)
{
if(!fullscreen)
{
System.Windows.Forms.Application.EnableVisualStyles();
}
this.graphicsDeviceManager.IsFullScreen = fullscreen;
this.graphicsDeviceManager.ApplyChanges();
}
}
Good luck.