Since the introduction of Windows 98 it has been possible to open a window within the taskbar. Of course, most of the time this is little use unless you want to make your taskbar the size of a Web page.
However, windows that are opened in the taskbar do not have to remain in the taskbar. This is a snapshot of the Always-on-top Lite taskbar site open in a taskbar:
The same window however can be dragged out onto the desktop, to become a small stand alone window:

To do this, minimize all your open windows, left-click on the letters "TLH" and drag the cursor out over the desktop. A small box image should be present near the cursor. When the cursor is over the desktop release the mouse button. The site will appear in a floating window.
The floating window can be easily altered to the desired size by dragging the borders. By right-clicking in the title bar (where it says TLH in the picture) a context menu can be called up. Simply choose "always on top" on the context menu and you have a small floating always-on-top-window.
By dragging the floating window to another edge of the screen, for example, the top of the screen, you can lock it to that edge. By right-clicking on any of the chrome you can call up a context menu that enables you to have it be always on top and you can also choose to have it auto hide.