Can this be done? If so, any examples? Is it worth the trouble? I haven't really seen any that have been done like this.
If you mean skinned windows or dialogs, take a look at the Skin project in the ObjAsm32 package.
Also Hiroshimator made an example available over here: http://spiff.tripnet.se/~iczelion/files/Skin%20a%20Window.zip
You are probably better off using a regular window instead of a dialog box because it will give you alot more control over the final look of your app.
Wow I never knew Harold coded any examples. ;)