wxDIALOG_NO_PARENT Don't make owned by apps top window
wxFRAME_NO_TASKBAR No taskbar button (MSW only)
wxFRAME_TOOL_WINDOW No taskbar button, no system menu
wxFRAME_FLOAT_ON_PARENT Always above its parent
wxFRAME_SHAPED Create a window that is able to be shaped
You should create a wxMenuBar for the frame in order for everything to work properly.
When the wxMenuBar is created, a Window menu will be created automatically.