[gameprogrammer] How to create a dialog box without a regular window?

I'm writing an app where I made the window as a dialog resource. I just want that window in my app.
Right now I have to call CreateWindowA, which creates this dummy window, then call CreateDialog with that window's handle as the parent. So I have this big dumb window in that background that does nothing. 

How do I just create the dialog?

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