Embeded controls on dialog are could receive only defined notify message

Windows System sends WM_PARENTNOTIFY messages to each control windows.
So controls can take a message and behave specify actions.
However, Windows System does not sends message to dialog template control that has
WS_EX_NOPARENTNOTIFY property.
When RC compiles dialog template , each controls create with WS_EX_NOPARENTNOTIFY.
User can not prevent it.
We can only define Visual Studio pre-defined notify messages.
(Mouse left button down/up , etc)

If you want to make controls receive every messages, do not place controls on dialog template.
And create a control via Create(or CreateEx) function.

reference : http://msdn.microsoft.com/en-us/library/ms644995.aspx