As the error says, you can't call Form.SetFormStyle after the form has already been shown.
I'd suggest you watch the Code Modules and Classes video tutorial:
www.b4x.com
In particular, from around the 18 minute mark, it explains about forms in class modules and code modules.
In code modules you need to use something like:
Public Sub Show
If HomePg.IsInitialized=False Then
HomePg.Initialize("HomePg", 600, 600)
HomePg.RootPane.LoadLayout("HomePgLayout")
HomePg.SetFormStyle("TRANSPARENT")
:
:
etc
End If
:
:
End Sub