Not all Windows dialog boxes are control parents and are recursive so Do specify the 'WS_EX_CONTROLPARENT' styles on the child dialog boxes to propagate the window messages to especially when using Active'X components.
I was using a 3rd party library for Tab Control. This Tab control has a facility to add subtabcontrol. I realized at some point that the subtabcontrol associated dialog class dose not process some windows messages like paint message and also get an endless wait cursor when a call made to 'AfxMessageBox', 'Messagebox' . Even any external popup comes like Task manager, explorer etc... on top of the application, an endless wait cursor appears. It took a while (really a long while) to find out that 'WS_EX_CONTROLPARENT' style needs to be set on the child dialog, This style propagates the dialog messages to the parent.
6:41:52 PM 
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