Displaying in outside window ???

Hi There !!!

I am looking for some orientation for build a HUD (Heads-Up Display) program.

I have seen some good applications, with really complex displays that identify the windows running at the moment, then you choce the window, and the display start to run in the other window.

I have read a little and it seems that using dll, or activex dll could be a solution but I have no experience with that...

Any sugestion ? Any topic to read that could give clues to find the best solution.

My program shoul be able to show my information in any display... doesnt matter if is an explorer window, or game window....

Thanks for your comments !!!