This took a little while for me to figure out but when calling SetCMYKColorFillF(Single, Single, Single, Single) make sure that your singles are from 0 to 1, not 0 to 100 as normal CMYK values are represented. So for a 78%/18%/18%/6% use:

SetCMYKColorFillF(0.78F, 0.18F, 0.18F, 0.06F)