I have CF setup so that my OBD2 program (ProScan 2.0) is loaded instead of Radio, (Buttons and Dialog's are renamed too). It embeds fine but when I try selecting different windows within ProScan it seems to loop and just keep openning windows faster than I can shut them. It hogs CPU, and locks up CF.
If I run ProScan in its own space it doesn't do this so I can only conclude that its something to do with the window grabbing to embed the program within CF...
The guy who writes ProScan reads MP3Car.com and has offered to do any changes to ProScan that would make it more appealling, so he may be able to help you build this program into CF.