The best thing you could do is add the TopMost element to your Window attributes. Eventually, you can add the NoActivate element to make it not activate when selected, so you can't ever focus it, although I don't know if that's what you want.
code:
<Window Id="MyPlusWnd" Version="1">
...
<Attributes>
<TopMost>true</TopMost>
</Attributes>
...
</Window>
Then, just call CreateWnd with 2 as Flag.
By the way, the scripting documentation describes this very well... I think you should take some time to read it fully. 
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