Implementing a dialog into a bar

I have a program that implements bars using a class called CCoolBar that ultimately inherits CControlBar. I like it because I can dock the bar using MFC commands such as

DockControlBar(&m_MEMBar,AFX_IDW_DOCKBAR_BOTTOM);

I would like to plant a modeless dialog into one of these bars though. How would I do that. The bar gets implemented as an object, such as CCoolBar MEMBar;.

Could you please give more details about CCoolBar?
Is it a class you created?
Without knowing details (code) it is next to impossible to give you any advice.