Difference between creating object with () or without

The other answers correctly state that the parentheses version is actually a function declaration. To understand it intuitively, suppose you wrote MainGUIWindow f(); Looks more like a function, doesn't it? :) The more interesting question is what is the difference between

MainGUIWindow* p = new MainGUIWindow;

and

MainGUIWindow* p = new MainGUIWindow();

The version with parentheses is called value-initialization, whereas the version without is called default-initialization. For non-POD classes there is no difference between the two. For POD-structs, however, value-initialization involves setting all members to 0,

my2c

Addition: In general, if some syntactic construct can be interpreted both as a declaration and something else, the compiler always resolves the ambiguity in favor of the declaration.

The following:

MainGUIWindow myWindow();

declares a function that takes no arguments and returns MainGUIWindow. I.e. myWindow is a function name.

MainGUIWindow myWindow;

on the other hand creates an object myWindow of type MainGUIWindow.

The difference is, that

MainGUIWindow myWindow(); 

declares function myWindow, which takes no parameters and returns MainGUIWindow, whereas

MainGUIWindow myWindow; 

creates new object of type MainGUIWindow, calling it's default constructor.