Offtopic comment:
Coderzone thanks for letting me know about this thread. I have made it sticky and I hope other members will definitely have some replies coming.

m_pModeless is a variable of type CDialog or any of its descendants.

m_pModeless->Create(IDD_DIALOG1, this);
m_pModeless->ShowWindow(SW_SHOW);

this pointer as a paramter suggest we are creating a child dialog of the current dialog/window.