I have a standard win32 application (c++, no MFC) where in the WM_CREATE message of the WndProc, I create a non-modal dialog box in the main client area of the window using CreateDialog, for the main interface of the program. I know it's only a visual thing, but when the dialog box is clicked, the main window (title bar etc.) loses focus and greys out. Is there a way to keep the focus with the main window, when using the dialog box?

No, simply because only 1 window can have the focus.

Toolmaker

Actually this is possible; MDI does it all the time. Try using SetOwner() on the dialog window.