CREATESTRUCT cs;
	cs.lpCreateParams	= 0L;
	cs.lpszClass		= lpszClassName;
	cs.lpszName		= "Window Title";
	cs.hInstance		= hInst;
	cs.style		= dwStyle;
	cs.x			= x;
	cs.y			= y;
	cs.cx			= nWidth;
	cs.cy			= nHeight;
	cs.hMenu		= nIDorHMENU;
	cs.dwExStyle		= dwExStyle;
	cs.hwndParent		= hwndParent;
	
	if(::CreateWindowEx(cs.dwExStyle, cs.lpszClass, cs.lpszName, WS_OVERLAPPEDWINDOW, cs.x, cs.y,
				cs.cx, cs.cy, cs.hwndParent, cs.hMenu, hInst, (void*)this) == m_hWnd)
	{

...
if (uMsg == WM_NCCREATE)
{
LPCREATESTRUCT lpc = (LPCREATESTRUCT)lParam;
lpWindow = (MyWnd*)lpc->lpCreateParams;
assert(lpWindow);
if (lpWindow->_handle() == NULL)
return lpWindow->OnNcCreate(hWnd, lpc);

/* где OnNcCreate

LRESULT MyWnd::OnNcCreate(HWND hWnd, LPCREATESTRUCT lpCreateStruct)
{
	assert(::IsWindow(hWnd));
	assert(m_hWnd == NULL);
	if (m_hWnd == NULL)
	{
		m_hWnd = hWnd;
		if (::SetProp(m_hWnd, _MYPROP___0___, (HANDLE)this)) 
			return TRUE;	
	}
	return FALSE;
}*/
....

}

....
switch (uMsg)
{
/////////////////////////////////////////////////////////////////////////////////////////////	
	case WM_CREATE:
		return lpWindow->OnCreate((LPCREATESTRUCT)lParam);
// которая вернет 0L, просто тупая пустая виртуалка для производных
....

HICON MyWnd::SetIcon(HICON hIcon, bool bLargeIcon) const
{
	assert(m_hWnd);
	return (HICON)::SendMessage(m_hWnd, WM_SETICON, bLargeIcon ? ICON_BIG : ICON_SMALL, (LPARAM)hIcon);
}