The guys from SecretLevel have done this stuff before and have a tutorial on their site:
http://www.secretlevel.com/
Scroll down their main page, on the left side you'll see an image saying "Maya Dev Talk", clicking on it will lead you to a couple of good tutorials, one showing a windows treeview in a mel window/form.
You can get access to Maya's main loop if you set up an event hook, but all of that is hacking maya and can lead to unexpected results.
I've never felt it to be a solid solution, I'm glad I abandoned the idea of embedding windows controls in mel windows/forms. Maybe I'll try it again with .NET if I really need to.
You'll feel better if you just stick to what mel has to offer, on the other hand you'll first need to feel bad by hacking your way around in there. Really, don't do it unless you have a someone paying you to do exactly that.
Another thing is popping up modeless mfc and non-mfc dialogs from a plugin, this has worked for me without problems and without the need of accessing Maya's main loop. Or creating a new thread and popping up a modal dialog from there, that also works.
Anyway, avoid all of the above.