step.rc:
*Hotkey Win R !PopupCommand
...
*LsBoxCreate $ConfigDir$command.box

script file:
*Script bang !PopupCommand
*Script exec !LsBoxShow Command
*Script exec !FocusCommand
*Script exec !LsBoxMoveBox Command %{mousex} %{mousey}
*Script ~bang

command.box:
LsBoxName Command
LsBoxX 0
LsBoxY 0
LsBoxBackGround lsx_frame.bmp
LsBoxBackgroundOffs 3 3 3 3
LSBoxDragRect 0 0 256 18
LsBoxZOrder STAYONTOP
LsboxAutoHide
LsBoxStartHidden
*ModuleHook !CommandBoxHook

should do the trick