There's no simple conversion, just start with the right thing in the first place
TCHAR *appStrt = _T("Application has already been started in a different window.");
For the second example you've got your parameters in the wrong order. For CreateWindowEx the third parameter is the window title, the fourth parameter is the window style. You've put the window style where the window title should go.
As a general principle, don't take compiler error messages too literally. If the compiler says cannot convert xxx to yyy, it doesn't always mean that you do need to convert xxx to yyy. Both these examples illustrate that.