System tray menu questions.

Hi all.

 I have two questions regarding a very simple tray application. The
application does nothing. It only appears in the system tray. I want
to add a floating menu to it with a "close" menu item that will close
the process. The application is an MFC dialog based application. I
work with VS2008.

 My questions are:

1. I added a message handler to the "close" menu item. The handler is
called only after I first r-clicking the app icon, select the "close"
item and again r-clicking the app icon in the tray. Why?

2. Then, I put SendMessage(WM_CLOSE) in the handler. The application
was not closed. Why?

The code is as follows:

//-----------------------------------------------------------------
cpp file
//-----------------------------------------------------------------

BEGIN_MESSAGE_MAP(CVPGAgentDlg, CDialog)
    ON_WM_SYSCOMMAND()
    ON_WM_PAINT()
    ON_WM_QUERYDRAGICON()
    ON_MESSAGE(MYWM_NOTIFYICON,onTrayNotify)
    //}}AFX_MSG_MAP
    ON_WM_DESTROY()
    ON_WM_CLOSE()
    ON_COMMAND(ID_AGENTMENU_CLOSE, OnAgentClose)
END_MESSAGE_MAP()

void CVPGAgentDlg::SetSysTrayIcon(void)
{
    HICON m_hicon = ::LoadIcon(AfxGetInstanceHandle(),
MAKEINTRESOURCE(IDI_SYSTRAYICON));

    CString sTip(_T("PA Agent"));

    m_pnId.cbSize = sizeof(NOTIFYICONDATA);
    m_pnId.hWnd = this->GetSafeHwnd();
    m_pnId.uID = IDI_SYSTRAYICON;
    //ICON RESOURCE ID
    m_pnId.uFlags = NIF_MESSAGE|NIF_ICON;
    m_pnId.uCallbackMessage = MYWM_NOTIFYICON;
    m_pnId.uFlags = NIF_MESSAGE|NIF_ICON|NIF_TIP;
    m_pnId.hIcon = m_hicon;
    //ICON RESOURCE ID
    lstrcpyn(m_pnId.szTip, (LPCTSTR)sTip, sizeof(m_pnId.szTip));

    DWORD dwMessage = NIM_ADD;
    Shell_NotifyIcon(dwMessage, &m_pnId);

    m_TrayMenu.LoadMenu(IDR_MENU1);
}

LRESULT CVPGAgentDlg::onTrayNotify(WPARAM wParam,LPARAM lParam)
{
    UINT uMsg = (UINT) lParam;
    switch (uMsg )
    {
    case WM_LBUTTONDBLCLK:
        this->ShowWindow(SW_SHOW);
        break;
    case WM_RBUTTONUP:
        CPoint pt;
        GetCursorPos(&pt);

        SetForegroundWindow();
           m_TrayMenu.GetSubMenu(0)->TrackPopupMenu(TPM_RIGHTALIGN|
TPM_LEFTBUTTON|TPM_RIGHTBUTTON,pt.x,pt.y,this);
        PostMessage(WM_NULL, 0, 0);

        break;
    }
    return TRUE;
}

void CVPGAgentDlg::OnAgentClose()
{
    AfxMessageBox("a");
    //SendMessage(WM_CLOSE);
}

void CVPGAgentDlg::OnDestroy()
{
    Shell_NotifyIcon(NIM_DELETE,&m_pnId);
    CDialog::OnDestroy();

    // TODO: Add your message handler code here
}

//-----------------------------------------------------------------
h file:
//-----------------------------------------------------------------
#define MYWM_NOTIFYICON (WM_USER+1)

CMenu m_TrayMenu;
NOTIFYICONDATA m_pnId;

void SetSysTrayIcon(void);

afx_msg LRESULT onTrayNotify(WPARAM, LPARAM);
afx_msg void OnAgentClose();
afx_msg void OnClose();
afx_msg void OnDestroy();

THANKS!