well, that depends on what language you want to use
the easiest way to create one i guess is using Visual C++ (as they don't require any external graphical library..).. I know how to do it using GTK+, and Java Swing library... Those are bad choices for you because well, first one you have to bundle your script with the GTK+ library, which is megabytes.. second one, you need java runtime library.. i say visual C++ because it is microsoft product, i assume it will work on windows without special library.. that is, you are displaying on windows right?
and no, i don't know visual C++.. hope some other people can give you the script
also try google, it's your friend.. after you have at least researched what language you want it in, then we can talk more
i don't know, i have a feeling that your one of those people who just want to program some simple window and show off to other people you can program.. If that is the case, don't bother ask further..