it's sort of easy, with some caveats
you'll have to create a dialog, using MFC's CDialog or ATL's CDialogImpl<>, on top of a dialog resource -
CP Example[
^]
The major caveat is that this dialog must be created on your main thread, which probably means you're going to need to run a
message pump[
^] in that thread too or you'll have paint issues - if (as i'm guessing) you're hooked into the Shell, that only runs STA, which means you have to be careful about threading
can open - worms everywhere :)