What we used to do for a MDI application
to draw our company logo on the background of the main frame background, was to create a simple CWnd derived class and override the OnEraseBkgnd(CDC* pDC) method to draw our stuff.
The way we link that class to the current main frame class :
class CMainFrame : public CMDIFrameWndEx
int CMainFrame::OnCreate(LPCREATESTRUCT lpCreateStruct)
VERIFY( m_MDIClient.mbSubclassWindow(this) );
As I wrote, the drawing is done in the CMDIClient::OnEraseBkgnd() method.
If you are doing a dialog based application, you should be able to adapt (or get inspiration) from the above.
THis should get you started.