AfxMessageBox returns immediately without displaying the box

Hi,

This is a pseudo code from InitInstance() of my dialog based app:

  if (cmdInfo.m_strAppName.IsEmpty()) {
    AfxMessageBox(IDS_SYNTAX, MB_OK | MB_ICONSTOP); // <= works fine!
    return FALSE;
  }

  try {
    /* ... */
    CMyDlg dlg;
    m_pMainWnd = &dlg;
    INT_PTR nResponse = dlg.DoModal();
    if (nResponse == IDOK) {

        /* ... */ // might throw CMyException

        } else if (nResponse == IDCANCEL) {
            // TODO: Place code here to handle when the dialog is
            // dismissed with Cancel
        }
    } catch (CMyException& e) {
        // Neither of the calls below will display the box
        //nResponse = AfxMessageBox(e.GetErrorMessage(), MB_OK |
MB_ICONSTOP);
        nResponse = ::MessageBox(NULL, L"Text", L"Caption", MB_OK |
MB_ICONSTOP);
    }

The problem is that whenever exception is thrown I could hear a beep but the
message box is not displayed. Both Afx.. and Win API functions return
immediately with ret code set to 1 (IDOK).

Could someone please give me some idea what might be causing that behaviour?

Thanks,
Bogdan