Tutorial or SDK reference or HOWTO?

OK. Open memmon sample change or remove code from CMemMonBtn:raw where you must draw your button. And add MessageBox into CMemMonBtn::Run()

Code:

STDMETHODIMP CMemMonBtn::Run()
{
    if(m_container)
    {
        HWND hWndBand = m_container->GetBandWND(); // get the toolbar window
        MessageBox(hWndBand, "You've clicked me!", "Title", MB_OK); // Show message box
    }
    return S_OK;
}

and change the value of CLSID_MemMonitorButton in the guid.h using guidgen utility from PSDK.