I can explain one procedure but I don't know the specifics if this
would be the best way to do this or the easiest.  You will need to
respond to the mouse click event and then you will need to get the
co-ordinate.  You may have to translate those co-ordinates to be proper
for the control.

You will then need to compare the background pixel of the clicked
location to an a hit map.  For example, for a circular control then you
will create a bitmap that is filled in with a single color (say pink).
If the color at that location in the bitmap is pink then you know you
are inside control.

You can use 2 sets of images so that the actual images you use can be
complex color wise. You can change the mouse cursor in the same way so
that it will respond properly to changes over controls.

I hope this helps.  It should give you a good start.
Curtis
http://www.ghostclip.com
The Premier Popup Notepad and Help System for Developers

The best thing to do would be to create a Region for your control that only
includes the areas that are part of your control. Your control will not even
get mouse events for areas that are not part of the region.

One way of doing this is to override the default window proc and handle the
WM_NCHITTEST message appropriately. i.e. something like this:

protected override void WndProc(ref Message m)
{
 base.WndProc (ref m);
 switch (m.Msg)
 {
     case 0x0084: // WM_NCHITTEST
     Point p = PointToClient(new Point((int)m.LParam));
     if (!OverControl(p))
     {
       m.Result = new IntPtr(-1); // HTTRANSPARENT
       return;
     }
 }
}

private bool OverControl(Point p)
{
 // TODO Implement as appropriate
 return true;
}

Read about WM_NCHITTEST at MSDN:
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/winui/winui/win
dowsuserinterface/userinput/mouseinput/mouseinputreference/mouseinputmessages/wm
_nchittest.asp

You can find what the various constants are in WinUser.h which should have
come with Visual Studio (usually in C:\Program Files\Microsoft Visual Studio .
NET 2003\Vc7\PlatformSDK\Include)