I don't know if anybody has already reported this VFP9 bug:
In VFP9 with XP theme enabled, a checkbox with Style=2 (Graphical) does not show the "Down" visual effect when value=1 or .T.

Code to repro:

Wait Window 'Press a key to create a graphic checkbox at the left top of screen...'
_Screen.AddObject('c','Checkbox')
_Screen.c.Visible=.T.
_Screen.c.Style= 1
Do While Lastkey()=13
  Wait Window '_Screen.c.Value='+Tran(_Screen.c.Value)+'.  Press ENTER to toggle 0/1, other key to end.'
  _Screen.c.Value=Abs(_Screen.c.Value-1)
EndDo
_Screen.RemoveObject('c')

I found that some visual bugs only show in DBCS Windows, like the one that I am using. For this one, I have tested it in an English WinXP running inside Virtual PC and the bug still shows. I don't know if you can reproduce the same problem.