How do you draw a marquee using GDI functions

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C++

GDI

Hi,
In windows explorer if you hold the left mouse button down and move it around the window a blue translucent selection marquee appears. As you move the mouse around the marquee grows and all items touched by or inside the marquee are selected. I was wondering if anyone had any idea on how to paint such a marquee in response to a call to InvalidateRect? I am familiar with standard GDI functions (PatBlt, BitBlt, LineTo etc. etc.) but have no idea how to make the marquee opaque. In Windows explorer you can clearly see the items underneath the actual marquee.

Thanks in advance.