I don't know of any way to make Controls darken themselves. And since semi-transparent controls are a mess, too, here is a way that gets the effect by overlaying the Form by another, empty Form, which is semi-transparent:
Form fff;
fff = new Form();
fff.ControlBox = false;
fff.MinimizeBox = false;
fff.FormBorderStyle = System.Windows.Forms.FormBorderStyle.None;
fff.Text = "";
fff.Size = Size;
fff.BackColor = Color.DarkSlateBlue;
fff.Opacity = 0.2f;
fff.Show();
fff.Location = this.Location;
If you want only the ClientRectangle to appear darkened change these lines:
fff.Size = ClientSize;
fff.Location = PointToScreen(Point.Empty);
After this you open the secondary Form and when you close it you hide this overlay Form again..