How to Make Proper Borders Around Shapes

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Say I want a blue rectangle with a red border around it. One might assume I would simply call:

     Rectangle rectangle = new Rectangle(0, 0, 10, 10);
     graphics.DrawRectangle(Pens.Red, rectangle);
     graphics.FillRectangle(Brushes.Blue, rectangle);

Apparently the "fix" for this is to simply swap the order of the draw and fill:

       Rectangle rectangle = new Rectangle(0, 0, 10, 10);
       graphics.FillRectangle(Brushes.Blue, rectangle);
       graphics.DrawRectangle(Pens.Red, rectangle);