Ok so I am using this code to hide the taskbar icon of a dialog based MFC application(VC++). The taskbar icon and the dialog box hide whenever I click on the cross or the close
Maybe an obvious thing, but what happens when you do the hide before you reparent the dialog? Also what if you don't directly modify the window style but use ShowWindow(SW_HIDE)?
Finally, have you tried switching the dialog's window style to WS_CHILD before calling SetParent() and/or maybe moving it out of the client area so that the window isn't shown any more (MoveWindow(-1000, -1000) or something like that).