LRESULT CALLBACK WindowProcedure (HWND hwnd, UINT message, WPARAM wParam, LPARAM lParam)
{
    switch (message)                  
   {
                  
        case WM_CREATE:
        {
            hDialog = CreateDialog(GetModuleHandle(NULL),MAKEINTRESOURCE(IDD_TOOLBAR),hwnd, ToolDlgProc);
            if(hDialog != NULL)
            {
              ShowWindow(hDialog, SW_SHOW);
            }
            else
            {
                        MessageBox(hwnd, "CreateDialog returned NULL", "Warning!", MB_OK | MB_ICONINFORMATION);
            }
        }
        break;
        //handle other messages...
}

BOOL CALLBACK ToolDlgProc(HWND hwnd, UINT Message, WPARAM wParam, LPARAM lParam)
{
    switch(Message)
    {
        case WM_INITDIALOG:
             return TRUE;
        case WM_COMMAND:
        switch(LOWORD(wParam))
        {
            case IDC_PRESS:
             MessageBox(hwnd, "Hi!", "This is a message", MB_OK | MB_ICONEXCLAMATION);
            break;
            case IDC_OTHER:
                  MessageBox(hwnd, "Bye!", "This is also a message", MB_OK | MB_ICONEXCLAMATION);
            break;
         }
         break;
         default:
            return FALSE;
    }
    return TRUE;
}