A child window

Will your game run in fullscreen mode? You could draw the control panel using sprites (like a game menu) and then checking if the mouse cursor is on the buttons. See, for example, the MontadorSprites's interface at my site. Its skin (background, buttons, etc) was made by using sprites.

Wow cool. Yeah perhaps when I get more proficient using DirectX that would be very cool. I am a noob with DirectX so right now I'm just looking to create something a little less difficult.