Act like CreateDialog()

1)  extended style WS_EX_TOOLWINDOW
2)  WS_POPUP (don't forget the styles for title bar, system menu, minimize/maximize, ....)
Look at the property dialog box for a dialog box resource in MSVC's resource editor.  And take a look at help for CreateWindow() and CreateWindowEx() API's.

You don't want the WS_EX_TOOLWINDOW style.  That will produce a smaller caption.

I use
WS_POPUPWINDOW | WS_DLGFRAME | WS_THICKFRAME | WS_OVERLAPPED | WS_CLIPSIBLINGS,

and for extended styles.
WS_EX_DLGMODALFRAME | WS_EX_WINDOWEDGE

You can always use Spy++ to see what a :"real" dialog uses.

Yeh, nietod is right.  Since the dialog box is not your main application window, it won't show up on the taskbar even without WS_EX_TOOLWINDOW.  That's only if you want your main window not to show up on the taskbar.

This is how I'm registering my window class:

myclass.cbSize = sizeof(menwndclass);
myclass.style     = CS_HREDRAW | CS_VREDRAW;
myclass.lpfnWndProc = MyProc;
myclass.cbClsExtra  =0;
myclass.cbWndExtra = 0;
myclass.hInstance = hInstance;
myclass.hIcon = LoadIcon(hInstance,MAKEINTRESOURCE(APP_ICON));
myclass.hCursor = NULL;
myclass.hbrBackground = (HBRUSH)GetStockObject(LTGRAY_BRUSH);
myclass.lpszMenuName =  NULL;
myclass.lpszClassName = "My Class";
myclass.hIconSm = LoadIcon(hInstance,MAKEINTRESOURCE(APP_ICON));
RegisterClassEx(&myclass);

This is how I am creating the window:

MyWindow = CreateWindowEx(WS_EX_DLGMODALFRAME | WS_EX_WINDOWEDGE | WS_EX_CONTROLPARENT,"My Class","MY Title",
WS_POPUPWINDOW | WS_OVERLAPPED | WS_MINIMIZEBOX | WS_CLIPSIBLINGS | WS_VSCROLL | WS_DLGFRAME | DS_MODALFRAME,
0,0,0,0,NULL,NULL,(HINSTANCE)GetWindowLong(MainWnd,GWL_HINSTANCE),NULL);

I still get item in task bar, and can switch back and forth

MyWindow = CreateWindowEx(WS_EX_DLGMODALFRAME | WS_EX_WINDOWEDGE | WS_EX_CONTROLPARENT,"My Class","MY Title",
WS_POPUPWINDOW | WS_OVERLAPPED | WS_MINIMIZEBOX | WS_CLIPSIBLINGS | WS_VSCROLL | WS_DLGFRAME | DS_MODALFRAME,
0,0,0,0,

/** parent window goes here **/NULL

,NULL,(HINSTANCE)GetWindowLong(MainWnd,GWL_HINSTANCE),NULL);

That did the trick. thanks