Drawing lines on screen via API?

Just wondering, is it possible to draw lines on the screen without giving them focus? So the line stays on top of Everything else, but doesnt get focus. E.G. while playing a full screen game like HalfLife when it doesnt have focus it automatically minimizes itself. I would like to be able to draw some lines on the screen that will stay visible when HalfLife is maximized, but the lines will not have focus. Hope this makes sense :P Is this even possible? I checked allapi.com it didnt have anything like this, but maybe I didnt search close enough. Anyone know an API function that can do this?

Did you see this in any other app/game?

Actually, yes. There is one program that does it, available on www.resistancecheats.com, and the OGC cheat also does it (www.ogc-cheats.de)

I would think you probably have to use some direct x commands, I have no clue which as I am just barely learning direct x stuff.