Finding these functions and what they do is what MSDN is for.

An old version of MSDN is on the FTP, but you can also browse MSDN online at hxxp://msdn.microsoft.com. The easiest way to search for function descriptions there is to do a Google search with site:msdn.microsoft.com specified along with the name of the function.

One suggestion I have, if you are frustrated and stumped, is to not use SoftICE. For all its power, it is often inconvenient, and I would recommend using OllyDbg instead.

Depending on the type of nag screen (is it a dialog box? a message box? a fullblown form?), I would try the following methods:

CreateWindow
CreateWindowEx
CreateDialog
DialogBox
MessageBox
SetDlgItemText

Also, depending on the type of nag screen, if you pause your application while the nag screen is showing, often the call stack will point you to the exact line of code that created the nag.

If you wanted some real help, you could always tell us the name of the application you are having trouble with, you know...

Regards,
Satyric0n