I don't advise using the modeless forms with EG, where you can interact with the task form and the EG application windows at the same time. It's very tricky to keep your task in sync with the EG application.
This "mode" (enabled only by using an option on the Tools->Options dialog) was developed with some SAS tasks in mind, but those tasks were since refactored to behave in a modal way.
In EG 4.2, the application UI is different enough that the "modeless" option has been removed.
Tell me more! Could you point me to some docu/papers please?
I'm an experience SAS'er (I think so at least) and I have some experience with VS2005.
What you mention here sounds very interesting.
We'll have more information and examples when we ship EG 4.2 early next year. We have a number of improvements for those seeking to create custom tasks, including a toolkit that makes the job easier, and enhanced APIs to provide more access to information in your EG project.
Plus, since EG 4.2 uses the .NET 2.0 runtime, you will be able to build custom tasks that target .NET 2.0, 3.0, and 3.5 - including using features such as WPF and LINQ, if you want.