Need to create transparent window with visible boarder...

I have an application in which I need to create a window with the following attributes:
- The window background is transparent (the client area is invisible, and you can see what's behind it)
- The window has no title bar (just a client area)
- The window has a visible border
- The window is re-sizable

I have experimented with various MFC window classes (CWnd, CFrame), and I have been able to create a "layered" window that has some of these qualities, but either the entire window is transparent (invisibble... can't see the frame) or the entire window is visible (including the white background).

Anyone know of any examples I can look at that will show me how to do this???
Have a look here. Though it's a dialog it might work with a window as well.
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