Not sure if you are asking how to make it a gadget or how to make it float.

If how to make a gadget you create a gadget.xml and put it in a folder with the other needed files. Then zip it as name.GADGET . Double click and it will install.

Here is a link of some sample gadgets and their gadget.xml used by windows to install it.
http://www.microsoft.com/downloads/e...displaylang=en

If it is the float then show us what you have and tell is what is not working correctly.