GraaF1337, Not too difficult:
#include <GUIConstantsEx.au3>
$hGUI = GUICreate("Test", 500, 500)
$cGraphic = GUICtrlCreateGraphic(20, 20, 200, 200)
GUICtrlSetBkColor($cGraphic, 0x000000)
; Set start position
GUICtrlSetGraphic($cGraphic, $GUI_GR_MOVE, 10, 10)
; Set line colour
GUICtrlSetGraphic($cGraphic, $GUI_GR_COLOR, 0xFFFFFF)
; Draw outside square
GUICtrlSetGraphic($cGraphic, $GUI_GR_LINE, 10, 190)
GUICtrlSetGraphic($cGraphic, $GUI_GR_LINE, 190, 190)
GUICtrlSetGraphic($cGraphic, $GUI_GR_LINE, 190, 10)
GUICtrlSetGraphic($cGraphic, $GUI_GR_LINE, 10, 10)
; Move to bottom corner
GUICtrlSetGraphic($cGraphic, $GUI_GR_MOVE, 10, 190)
; Draw diagonal lines
GUICtrlSetGraphic($cGraphic, $GUI_GR_LINE, 100, 100)
GUICtrlSetGraphic($cGraphic, $GUI_GR_LINE, 190, 190)
GUISetState()
While 1
Switch GUIGetMsg()
Case $GUI_EVENT_CLOSE
Exit
EndSwitch
WEnd