do you mean add a popup window to your right click menu or press something and popup a window?(what language and platfom do you use?)
if you mean the former,i think you should have some knowledge of windows shell program.if you mean the latter,you should know some background knowledge of windows programming.all these is about windows platform.i don't know how to impletment under linux.
ps:I don't know what are you going to impletment and what language you use.if you want to create a GUI application quickly,turn to Delphi or C++Builder,they are RAD tools.
