CWnd-derived class, VC6SP6, Invalid m_hWnd

I'm trying to create a class that will derive from CWnd so that it can
have a message map, however it does not need to display anything. This
class will be a member of a CWnd-derived object (CChildView) (not using
Document/View), and will simply be a target for posting messages to from
various code in the application. The class declaration is as follows:

#define WM_ALERT (WM_USER+1)
class MyWnd : public CWnd {
public:
    afx_msg LRESULT OnAlert(WPARAM w, LPARAM l);
    DECLARE_MESSAGE_MAP()
};

The implementation for this class is as follows:

BEGIN_MESSAGE_MAP(MyWnd, CWnd)
    ON_MESSAGE(WM_ALERT, OnAlert)
END_MESSAGE_MAP()

LRESULT MyWnd::OnAlert(WPARAM w, LPARAM, l) {
    ::MessageBox(NULL,
        _T("Message was successfully posted and dispatched."),
        _T("Test Event"),
        MB_OK | MB_ICONINFORMATION);
    return 0;
}

The view declaration is as follows:

class CChildView : public CWnd
{
// Construction
public:
    CChildView();

// Attributes
public:

// Operations
public:

// Overrides
    // ClassWizard generated virtual function overrides
    //{{AFX_VIRTUAL(CChildView)
    protected:
    virtual BOOL PreCreateWindow(CREATESTRUCT& cs);
    //}}AFX_VIRTUAL

// Implementation
public:
    virtual ~CChildView();

    // Generated message map functions
protected:

    MyWnd m_MyObj;

    virtual void OnInitialUpdate(); // called first time after construct

    //{{AFX_MSG(CChildView)
    afx_msg void OnPaint();
    //}}AFX_MSG
    DECLARE_MESSAGE_MAP()
};

I am using the OnInitialUpdate() member to create the window as follow:

void CChildView::OnInitialUpdate() {
    // IDC_OBJ_MINE is a resource ID in resource.h
    // and is unique.
    BOOL bResult = m_MyObj.Create(NULL, NULL, WS_CHILD,
        CRect(0, 0, 100, 100),
        this, IDC_OBJ_MINE);
    if (!bResult) {
        ::MessageBox(NULL,
            _T("Unable to create child window instance."),
            _T("Stupid Thing(tm) anyway..."),
            MB_OK | MB_ICONSTOP);
    }
    if (m_MyObj.GetSafeHwnd() == NULL) {
        CString ErrMsg;
        ErrMsg.Format(
            _T("No HWND is present in child (Error %d)"),
            GetLastError());

        ::MessageBox(NULL,
            (LPCTSTR)ErrMsg,
            _T("Stupid Thing(tm) anyway..."),
            MB_OK | MB_ICONSTOP);
    }
}

When the application runs, the call to CWnd::Create() succeeds, however
the message appears indicating that the m_hWnd/GetSafeHwnd() value is
NULL, and GetLastError() returns 0. Of course, since I get no HWND I am
not able to post messages to the object. Is it possible to create
so-called "invisible" windows like this, and am I missing something
fundamental in the creation of a CWnd-based child class?

Thank you all for your efforts and suggestions!

Jason