This is kind of a hard question to describe, and I've searched for about an hour now to no avail.

Essentially, picture a small 'flyout' window like the Windows 7 Wireless Control or the Volume Slider from the system tray(notification area). When you click on the icon, the application pops up with focus, and if you click off of it, the window destroys itself.

I thought it woudl be easily solved by simply having my window destroy it self when it loses focus (I've been listening for WM_KILLFOCUS), but the problem is, if the icon is clicked, my window does not always get focus. Since this isn't the case, if the user clicks my icon, and then clicks away because it was a mistake (on the desktop say), then how can I set my app to close?

I've tried messing with SPY++ but checking the volume control / wireless control apps are proving difficult as they disappear when I try to get their window/process handles.

Thanks!