You can show a dialog instead:
//Modeless dialog
HWND hDlg = CreateDialogParam(GetModuleHandle(NULL), MAKEINTRESOURCE(IDD_MY_DLG), NULL, (DLGPROC)DlgMy_Proc, (LPARAM)NULL);
ShowWindow(hDlg, SW_SHOWNOACTIVATE);
RedrawWindow(hDlg, NULL, NULL, RDW_UPDATENOW); //To show texts
//Make inits You needs...