It's stickied in Modification Discussion.
http://forum.blockland.us/index.php?topic=86817.0Run this, then press your f10 key to open the GUI Editor.
From there you click File, New Gui..., name it, click Create.
Click New Control at the top, search the list (it's alphabetized) for GuiWindowControl. Size this window to how big you want your GUI, then right click on it. Right clicking on an object makes any further objects you create a child of that object, meaning it'll follow it around, hide if that object hides, etc. Then, use the New Control button to create what you want. You might want to look at other GUIs and how they're set up for ideas, but that's basic usage.