you don't even need to go to that much trouble with messing with the registry. the tool that Jose_49 posted a few posts above yours does that same registry tweak
I used a reghack to reduce the awful borders in 8 to what it looks like on Windows Blue (the Mozilla setup window border in the above image)
Copy below and save as window_border.reg if you want thinner borders in Windows 8 as well:Windows Registry Editor Version 5.00 [HKEY_CURRENT_USER\Control Panel\Desktop\WindowMetrics] "BorderWidth"="0" "PaddedBorderWidth"="0"
You might want to launch regedit and export/backup HKEY_CURRENT_USER\Control Panel\Desktop\WindowMetrics first
Nice that they are finally being looked at properly for Windows Blue, but we'd need to see a later build to find out what will happen I guess.
NM my reghack also removes the border entirely from the clock widget in Windows 8 too, so I'm guessing the screenshot was taken with a similar reghack applied already, or it really is the new way in Windows Blue.
My Windows 8 with the above reghack applied:
Edit: Better image