In the Init of the OleTreeView class I did:

loFont = THIS.Font
loFont.Name = 'Tahoma'
loFont.Size = 8

which had no effect.

If it is relevant, here is the class hierarchy:

MS TreeView version 5 SP2 is saved as a class OleTreeView.
The OleTreeView class is saved in a container as another class called Explorer.
An Explorer is added to a form.

I am not aware that there are any issues with adding TreeViews to container classes.