Interfaces in Messenger Plus! Live can be defined in XML files by using the Plus! Interfaces XML scheme, as documented in the Plus! Live Scripting Documentation. You can then create such a window with MsgPlus.CreateWnd and use the returned PlusWnd object to do all sorts of stuff and respond to window events.
This infrastructure was made so Plus! scripts could share a similar window design, so it's highly recommended to create your windows this way rather than creating it through lots of Win32 API code or ActiveX objects.
If you're unsure how to make such windows, have a look at some scripts made by other developers and see how it's done.
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