In DirecX9 you can set Dialog Box Mode:
quote:
IDirect3DDevice9::SetDialogBoxMode Method

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This method allows the use of Microsoft® Windows® Graphics Device Interface (GDI) dialog boxes in full-screen mode applications.

Syntax

HRESULT SetDialogBoxMode( BOOL bEnableDialogs
);
Look in the DirectX9 SDK documentation. I don't know if that functions under DirectX8 also, but a fear that not...

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