Always on top header interfaces

[Cyborg]

I have been googling this morning trying to figure out how to create a PC HUD. I want to have a heads up display like Fraps. This program has a yellow indicator showing FPS, but I would like to have the same functionality showing other information.

Do you know what this is called?

[x4000]

It's some form of injection into directx or opengl windows.  I'm not sure what it specifically is termed, but it's a very broad thing that affects all programs typically (even multiple sub-windows in unity editor, for instance, since those apparently each have their own OS-level window handle).