Required to create warning pop-up using MFC controls

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MFC

VC++

I wanted to create a warning pop-up box instead of a blocking pop.

It means when the pop-up dialog comes i should be still able to click on other controls but in my scenario i have to click OK button than only the pop-up window will go away and am able to click on other controls but i don't want that.

Even though pop-up is existing i should be able to click on other sides of windows.

Can anyone help me in this issue?

Regards,

What I have tried:

In my code i have directly used AfxMessageBox("Some String). When i click on some button it will directly come to this method and it calls internally windows api's. But this api gives me blocking pop-up window it won't allow me to click anywhere until i press Ok button in the pop-up window.