Can somebody give me a high level explanation of how I might do this...

I want to create an exe that runs as a process and not an application. For example, I don't want this .exe to show up in the Applications tab of the Task Manager.

My plan is to have an icon in the system tray where the user can right click and control through the context menu, similar to the Volume Control icon or MSN Messenger (both of which actively run but don't show in the Applications tab).