I posted a reply with something like this question in another forum, but I think the question actually belongs in this forum:

In the course of a game, let's say the player presses CTRL S which is the shortcut for saving in my game. I then want a dailog box I made in VC++ to pop up and let them choose what to save it under. I tried using MFC to load the dialog box, but with all the page flipping (I'm using DirectX BTW), it gets messed up. Does anybody know how to load the dialog box and have it stay there?

In order for Windows to draw to the screen it has to be set to the surface the GDI recognizes. When you are about to call up the dialog box, call the DirectDraw->FlipToGDISurface function and then halt all page flipping. When the dialog box goes away, you can resume page flipping. Or you could just not use page flipping.