Check this doc out. -- Yes, you can do this. In short, you have to hide the initial window - then display your application in a lightweight window.
Also - do note: On a Mac - the behavior is different. By convention, a window is not shown in the 'task bar' when it is displayed. When it is minimized it is in the bar. To hide the application when minimized on a Mac - you have to make the window 'invisible' instead of minimizing it. The doc mentioned above gives further details.
The key part of the doc for your case:
On the Windows operating system,
windows created with the types utility
or lightweight do not appear on the
taskbar. Invisible windows do not
appear on the taskbar, either.
Because the initial window is
necessarily of type, normal, in order
to create an application without any
windows appearing in the taskbar, you
must either close the inital window or
leave it invisible.
To close all
windows in your application without
terminating the application, set the
autoExit property of the
NativeApplication object to false
before closing the last window. To
simply prevent the intial window from
ever becoming visible, add
false to the
element of the
application descriptor file (and do
not set the visible property to true
or call the activate() method of the
window).
In new windows opened by the
application, set the type property of
the NativeWindowInitOption object
passed to the window constructor to
NativeWindowType.UTILITY or
NativeWindowType.LIGHTWEIGHT.