Game programming

I have made a windows desktop application. I want the program to appear on screen in a full screen game like battlefield 3 for example. I don't want to have to alt tab every time i want to use my program. I want the program to appear on top of the full screen game when i click on it, and when i click on a different spot i want the focus to go to the game. How would i go about doing that? Any tutorial or any help pointing me in the right direction to get started would be of great help. Please help
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