Oh the irony... I posted this in the Borland forum accidentally on the same question
pWnd->SetWindowPos(&CWnd::wndTopMost ,0,0,0,0,SWP_NOSIZE | SWP_NOMOVE | SWP_NOACTIVATE | SWP_SHOWWINDOW);
I am not sure about all the SWP constants. Also, you may want to look at
pWnd->ModifyStyleEx(WS_EX_TOPMOST,0,0);
Matt