Note: This does not work under Windows 10, and may not work under Windows 7 and 8 (Reports vary).
From Nish:
###Making your dialog stay on top
Haven't you seen programs which have
an "always-stay-on-top" option? Well
the unbelievable thing is that you can
make your dialog stay on top with just
one line of code. Simply put the
following line in your dialog class's
OnInitDialog() function.
SetWindowPos(&this->wndTopMost,0,0,0,0,SWP_NOMOVE|SWP_NOSIZE);
Basically what we are doing is to use
the SetWindowPos function to change
the Z-order of our dialog window. We
make our dialog stay on top of all
other windows by moving it to the top
of the Z-order. Now even when you
activate some other window, our window
will stay on top. But I'd advise you
to make sure you know exactly what you
are doing when you do this, for it
might annoy people if they can't get
your window out of the way when they
want to do that.
As you mentioned in the comments, the above line makes the window sit on top of every application. You'll need to do
SetWindowPos(&this->wndTop,0,0,0,0,SWP_NOMOVE|SWP_NOSIZE);
To make a window sit on top of only your application.