windowless on the desktop?

If you look at the RocketDock application found at www.rocketdock.com , you will see that they have the dock windowless and that the graphics is masked onto the desktop. Something like yahoo widget is doing something similar.

How is that done? Is is using windows or graphical canvas? Are there something within the windows api that can be used?

Any info on how this could be done using blitzmax would be appreciated.

http://www.blitzmax.com/Community/posts.php?topic=72177#806937
http://www.blitzbasic.com/Community/posts.php?topic=60080#670185
http://www.blitzmax.com/Community/posts.php?topic=62753#723252

Thanks, it looks like that third link has some code that looks like applies. Now I just have to figure out, how I can get it to update the window after its initial creation for when changing what is to be displayed, but it got me of to a start at least :)