How can I remove previously applied borders from cells?

Call

   // Apply borders to range
   SetStyleRange(range, CGXStyle( )
      .SetIncludeBorders (gxBorderTop, TRUE)
      .SetIncludeBorders (gxBorderLeft, TRUE),
   gxExclude);

gxExclude will exclude the top and left border from the cells specified with range. (But, this does not remove any standard style settings or grid lines)