thickbox

Hi,

I'm new to drupal and trying to develop a new function on home page.
After the user login, on home page, it will displays the lastest posts since the user last login.
and everything will be grey out. (like popup).
If the user click 'OK' , this box disappears and displays home page.
I know I should use 'thickbox' module.
But, I don't have any idea how to develop with thickbox.

Any suggestion please? Many Thanks in advance.
Sorry for my bad english.