What you could do is make a Debug Build that includes the Dialog stuff you want to do, that links to the CLR.
Step 1: Enable CLR support:

Project->Settings
Configuration properties->General
Common Language Runtime Support (/clr)

Step 2: Create and design your Dialog:

Project->Add New Item
VC++ -> UI
Windows Form

This should take you to a designer that will let you create your dialog.
Step 3: Show Dialog

Include the Dialog’s Header file in the part of the code you want to use
You will have to say ‘using namespace MyProjectName;’ or whatever namespace the Dialog was put into (look in …

This article is a collective effort of Doug Brott, Craig Lincoln and Stuart Sweet.
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