CWinThread, CFrameWnd and memory leak???

Hi

I guess it's just me being stupid, but I been googling and trying for
hours now and can't solve this problem myself.

The Problem is I have created a class (CmyUIthread) derived from
CWinThread, but when my test-app exit the compiler reports a memory
leak from a CFrameWnd object.

My test-app is just a dialog-app with 2 buttons. The first button just
create and starts the ui-thread:

    m_p_thread = new CmyUIthread;
    m_p_thread->CreateThread();

And the tread starts perfect :)

The second button stops the thread:

    m_p_thread->PostThreadMessage( WM_QUIT,0,0);

And the thread stops :)

But when i quit my dlg-test-app the compiler reports the memory
leak???

I tried adding a third button that:

    delete m_p_thread;

but this results in access violations.

CmyUIthread looks like this:

CmyUIthread::CmyUIthread()
{
}

CmyUIthread::~CmyUIthread()
{
}

BOOL CmyUIthread::InitInstance()
{
    // TODO: perform and per-thread initialization here
    CFrameWnd *wnd = new CFrameWnd;
    wnd->Create( NULL, "myUIthread Window");
    wnd->ShowWindow( SW_SHOW);
    wnd->UpdateWindow();
    m_pMainWnd = wnd;

    return TRUE;
}

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

BEGIN_MESSAGE_MAP(CmyUIthread, CWinThread)
END_MESSAGE_MAP()

What is wrong??? do I miss some cleanup???

With kind regards.. Ole