Problems with a secondary message pump

My application (the bootstrap application for an installer that I'm working
on needs to launch some other applications (my installer and third party
installers for my installer's prerequisites) and wait for them to complete.
In order to allow the GUI to do screen updates while waiting for an app to
complete, I put a message pump in the wait loop using the 'MFC-compatible'
example in the Visual Studio documentation on idle loop processing as a
guideline. My code (which is in a member function of a CWinApp-derived class)
is as follows:

    if (::CreateProcess(lpAppName, szCmdLineBuffer, NULL, NULL, TRUE, 0,
NULL, NULL,
                        &StartupInfo, &ProcessInfo))
    {
      ::GetExitCodeProcess(ProcessInfo.hProcess, &dwExitCode);
      if (bWait)
        while (dwExitCode == STILL_ACTIVE)
        {
          // In order to allow updates of the GUI to happen while we're
waiting for
          // the application to finish, we must run a mini message pump here
to
          // allow messages to go through and get processed. This message
pump
          // performs much like MFC's main message pump found in
CWinThread::Run().
          MSG msg;
          while (::PeekMessage(&msg, NULL, 0, 0, PM_NOREMOVE))
          {
            if (!PumpMessage())
            {
              // a termination message (e.g. WM_DESTROY)
              // was processed, so we need to stop waiting
              dwExitCode = ERROR_CANT_WAIT;
              ::PostQuitMessage(0);
              break;
            }
          }

          // let MFC do its idle processing
          LONG nIdle = 0;
          while (OnIdle(nIdle++))
            ;

          if (dwExitCode == STILL_ACTIVE) // was a termination message
processed?
          {
            // no; wait for .1 second to see if the application is finished
            ::WaitForSingleObject(ProcessInfo.hProcess, 100);
            ::GetExitCodeProcess(ProcessInfo.hProcess, &dwExitCode);
          }
        }
      ::CloseHandle(ProcessInfo.hProcess);
      ::CloseHandle(ProcessInfo.hThread);
    }
    else
      dwExitCode = ::GetLastError();

The problem that I'm having is that, at some point, this message pump seems
to free up window and menu handles on the window that I have open at the time
this code is run. I did a walk through in the debugger, and at no time did it
ever get into the body of the if (!PumpMessage()) statement, so I don't know
what's going on here to cause the window and menu handles to go south. If I
don't have the message pump, everything works fine, except that the GUI can't
update itself while the wait loop is running.

Does anyone have any ideas as to how to make this work? Alternatively, I'd
like to launch a worker thread to launch the second app if bWait is TRUE, but
I've never done anything with threads before, so I'll need some advice on how
to do it without introducing synchronization issues, etc. (Code examples
would be greatly appreciated in either case.)