How to implement automatically disappeared warnning message box?

Hi experts !
I'm using VC++5.0 on WindowsNT4.0 SP4.
In many apps in the world, we can find
the warnning message box which is displayed for several seconds and disappeared by itself.
Can any one inform me how to implement such message box.
Is it a kind of splash screen ?
If so, can I use splash screen OCX included in Visual Studio / Add_To_Project ->Component and Controls...
If it's not splash screen, is it a dialog box ?
If it's a dialog box, how to make it destroyed by it self after several seconds ?
Any comment will be highly appreciated.
okgAsked:
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chensuCommented:
Email me and I will send you a sample project.
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okgAuthor Commented:
Thank you Chensu !
Your sample code was very helpful.
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