In .NET AutoCAD extensions, your application must be loaded by AutoCAD. I would suggest using AutoCAD's MDI functionality and extending AutoCAD instead - use AutoCAD's windows and build functionality with toolbars, etc.
If this cannot be done, it may be possible to create something similar to what you want with RealDWG, which will provide a programmatic API for modifying, loading, and saving DWG files. This code is only available through a license with AutoDesk, though, and I believe it is costly as well.
