Thread and Timer

Hi,
  I'd like to use a timer inside a thread (CWinThread derived class).
If I use the CALLBACK procedure I get the timer, if I don't use the
CALLBACK and handle in OnTimer I never get the message.
Here is the code:

// WatchDog.cpp : implementation file
//

#include "stdafx.h"
#include "xcrashreport.h"
#include "WatchDog.h"

#ifdef _DEBUG
#define new DEBUG_NEW
#undef THIS_FILE
static char THIS_FILE[] = __FILE__;
#endif

CString g_sFileName;
HWND g_hWnd;
UINT g_iMessage;
UINT g_iTimer;
UINT g_iTimerTimeout;

/////////////////////////////////////////////////////////////////////////////
// CWatchDog

void CALLBACK OnTimerProc(
    HWND hwnd, // handle to window
    UINT uMsg, // WM_TIMER message
    UINT_PTR idEvent, // timer identifier
    DWORD dwTime // current system time
    )
{ // OnTimerProc

    if (idEvent == g_iTimer)
    {
        PostMessage(g_hWnd, g_iMessage, WPARAM (0), LPARAM (0));

        KillTimer( NULL, g_iTimer );
        AfxEndThread( 0, false );

    }

} // OnTimerProc

IMPLEMENT_DYNCREATE(CWatchDog, CWinThread)

BOOL CWatchDog::InitInstance()
{
    // TODO: perform and per-thread initialization here
    return TRUE;
}

int CWatchDog::ExitInstance()
{
    // TODO: perform any per-thread cleanup here
    return CWinThread::ExitInstance();
}

BOOL CWatchDog::IsIdleMessage( MSG* pMsg )
{
    if ( !CWinThread::IsIdleMessage( pMsg ) || ( pMsg->message ==
WM_TIMER ) )
    {
        return FALSE;
    }
    return TRUE;
}

BEGIN_MESSAGE_MAP(CWatchDog, CWinThread)
    //{{AFX_MSG_MAP(CWatchDog)
        // NOTE - the ClassWizard will add and remove mapping macros here.

    //}}AFX_MSG_MAP

    ON_THREAD_MESSAGE(WM_TIMER, OnTimer)

END_MESSAGE_MAP()

/////////////////////////////////////////////////////////////////////////////
// CWatchDog message handlers

void CWatchDog::Monitor(CString sFileName, HWND hWnd, UINT iMessage,
int iFrequency, int iTimeout)
{
    //g_iTimer = ::SetTimer(NULL, NULL, iFrequency, (TIMERPROC)
OnTimerProc);

    g_iTimer = SetTimer(NULL, 0, iFrequency, NULL);
    g_hWnd = hWnd;
    g_iMessage = iMessage;
}

void CWatchDog::OnTimer(WPARAM wParam, LPARAM lParam)

{
    if ((UINT) wParam == g_iTimer)
    {
        PostMessage(g_hWnd, g_iMessage, WPARAM (0), LPARAM (0));
    }
}

Thanks in advance,
   Stefano