Creating Modeless Dialog Boxes
For a modeless dialog box, you must provide your own public constructor in your dialog class. To create a modeless dialog box, call your public constructor and then call the dialog object’s member function to load the dialog resource. You can call Create either during or after the constructor call. If the dialog resource has the property WS_VISIBLE, the dialog box appears immediately. If not, you must call its member function.
See Also Life Cycle of a Dialog Box