By setting the form's parent to AutoIt's hidden window, it will not be shown in the taskbar.
#include <GUIConstants.au3>
Global $ghParentForm = WinGetHandle(AutoItWinGetTitle()) ;Get handle to AutoIt's hidden window
Global $frmMain = GUICreate("Example Form (Pres ESC to Close)", 500, 300, -1, -1, -1, -1, $ghParentForm)
GUISetState(@SW_SHOW, $frmMain)
WinSetOnTop($frmMain, "", 1)
Do
Until GUIGetMsg() = $GUI_EVENT_CLOSE