Subwindow with transparent background

Dear Friends,

I want to create a subwindow with a transparent background so that I can see the main window behind it.
Is this possible. If yes, Please tell how it can be done.

Thanks in advance.

http://msdn.microsoft.com/en-us/library/ms997507.aspx

Thanks for the reply.

But this link seems to work for the Microsoft windows specific applications.
I want to make a platform independent application in opengl.

Take a look at this thread.