ActiveX wrapper for 3rd party dll using WM_User Message

[Foada]

I have a 3rd party dll that generates a WM_USER message. What I am tring to do is wrap the dll with an ActiveX control so that it can be used in another app. I can't to get the WM_USER message to be handled by the control. I have tried both MFC and ATL ActiveX wizards but with no luck. I can however get the MFC App Wizard(exe) to see the WM_USER messages. I have used Spy++ to see that the messages are present but I cannot figure out were the Message Map needs to be to get the ActiveX controls to see the messages. Has anyone ever done any thing like this? Am I way off on my approach? I am fairly new to Visual C++ but not to C++. Any thoughts or suggestions would be greatly appreciated. Thanks in advance.

If you choose to battle wits with the witless be prepared to lose.