Another good thing about this method is that is seems that 'acknex.exe' isn't registered in Task Manager. Therefore the engine can't be terminated accidently from outside the application.

Also, by rendering into a Panel, you can set it at the back of the Z-order list by using 'Bring-to-front' and 'Send-to-back'. This allows you to define other controls on top of the panel which can recieve focus.

I'm currently controlling the sunlight of the engine by using a TrackBar, LOL.