A good example of such an application is XOSD.
Problem is, that will probably fail over any GLX context, which is what fullscreen games like Urban Terror work with. Even if it would draw, the game will overdraw it almost instantly, so the best thing you would get is heavy flicker.
Probably you are better off with a cheap hardware solution, like a small secondary display (there are some USB 7" displays out there) or a LCD device. I would even claim that's good for usability.
Perhaps this is of help for you, but I don't know whether it works for several applications and fullscreen mode applications:
http://doc.trolltech.com/3.3/opengl-x11-overlays.html
The idea is to use a special overlay capability of the graphics card, which is typically used for popup windows. Perhaps you can create such an overlay at the topmost level and it will also work in fullscreen -- perhaps not.