how do you guys make a dialog window overlap everything? even games?

i understand the command

Code:
	CDialog::SetWindowPos&wndTopMost,0,100,0,0,SWP_NOACTIVATE|SWP_NOSIZE);
but it does not overlap games

i have seen advertisers like netzero advertisements managed to overlap everything even games in full screen mode

SetWindowPos is insufficient in this case
what's is the easiest way to do this overlapping feat?

please advise