Creating Modal Dialog windows WITHOUT a resource.rc file?

I'm trying to get a modal dialog box working that will open up on top of my main window, and I want to be able to create the child windows while the dialog is running.

I can't seem to get it working though, I'm using the DialogBoxParam() function to create the dialog from a function inside a class and then passing the this pointer through to a static DialocProc which then redirects messages to the correct instance of my dialog box class.

The problem is, I can't seem to find a way to create a modal dialog box without using an entry in a resource file, I can't just use CreateWindowEx() because I need the dialog box to be modal.

Is there any way to manually create a dialog box using CreateWindowEx() so that the dialog box intercepts messages sent to the parent window?
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