A couple of months ago I wanted to extend the CredUIPromptForCredentials dialog box to add an "Add new user" link to it. Well, my previous attempt failed but after stumbling across the MSDN Mag articles on extending a messagebox using hooks the solution was trivial. (http://msdn.microsoft.com/msdnmag/issues/02/10/CuttingEdge/default.aspx and http://msdn.microsoft.com/msdnmag/issues/02/11/CuttingEdge/default.aspx)

The link is a standard windows forms LinkLabel hosted in a WinForms panel, so basically any WinForms control could be added (though I'm unsure of the implications of hosting WinForms in a non-WinForms window - it seems to be working).

I'll post the code up soon. Leave some comments chasing me up if I forget.