C++ window creation / SDL

Simple enough question. Is there a way to achieve 'custom' windows with SDL? By this I mean, the ability to customize the application's frame / GUI / close / minimize buttons etc. Examples would be Steam, AIM/Pidgin/Hamachi. I am new to the language, and if someone could point me in the correct direction I would much appreciate it. What would the correct terminology be for this?

Edit: Or, just the possibility of turning off the fra开发者_开发知识库me.

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With SDL, you can remove the frame by passing in SDL_NOFRAME to SDL_SetVideoMode as one of the flags.