There are four tools for creating basic geometric shapes within Paint.NET:
This can be used to draw rectangles and squares.
This can be used to draw rounded rectangles and rounded squares.
This can be used to draw ellipses and circles.
This can be used to draw a shape with a freeform outline.
Each of these tools may be configured using the controls in the Toolbar. To draw a shape, click and drag with the left mouse button. The primary color will be used for the outline (if applicable), and the secondary color will be used to fill the interior of the shape (if applicable). If "Draw Filled Shape" is selected, then the shape will be filled with the primary color. If you draw with the right mouse button, the roles of the primary and secondary colors will be reversed.
For the first three tools, you may hold down the Shift key to constrain the shape to be a square, rounded square, or a circle, respectively.
With Draw Shape Outline selected in toolbar
With Draw Filled Shape selected in toolbar
With Draw Filled Shape With Outline selected in toolbar