OpenGL / DirectX GUI Overlay

closed account (S6k9GNh0)
If you've ever used Steam or Xfire, both of these have an in game overlay menu. How does one go about this in concept?
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Well, looking at their SDK info, it seems they inject a DLL or something:

Xfire injects a .DLL into games it supports for a system called Xfire In-Game. This is used to enable keyboard intercepts and drawing intercepts for allowing users to send and receive messages while they are in a game.
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closed account (S6k9GNh0)
I know that :/

I mean, the concept of the overlay, interacting with DirectX / OGL...
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