LRESULT CALLBACK MyCtrlWndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam);

class CMyCtrl : public CWnd
{
...
     static BOOL RegisterWndClass(HINSTANCE hInstance);
...
};

//в cpp-файле
LRESULT CALLBACK MyCtrlWndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
{
	CWnd* pWnd = CWnd::FromHandlePermanent(hWnd);
	if(pWnd==NULL){
		pWnd = new CMyCtrl();
		pWnd->Attach(hWnd);
	}
	ASSERT(pWnd->m_hWnd == hWnd);
	ASSERT(pWnd == CWnd::FromHandlePermanent(hWnd));

	return AfxCallWndProc(pWnd,hWnd,message,wParam,lParam);
}


BOOL CMyCtrl::RegisterWndClass(HINSTANCE hInstance)
{
	WNDCLASS wc;
	wc.lpszClassName = "MyControl";
	wc.hInstance = hInstance;
	wc.lpfnWndProc = MyCtrlWndProc;
	wc.hCursor = ::LoadCursor(NULL, IDC_ARROW);
	wc.hIcon =  0 ;
	wc.lpszMenuName=NULL;
	wc.hbrBackground = (HBRUSH)::GetStockObject(LTGRAY_BRUSH);
	wc.style = CS_GLOBALCLASS;
	wc.cbClsExtra = 0 ;
	wc.cbWndExtra = 0 ;
	return (::RegisterClass(&wc)!= 0 );
}
//в CMyApp::InitInstance()
CMyCtrl::RegitserWndClass(AfxGetInstanceHandle());

//MyControl.h

LRESULT CALLBACK MyControlWndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam);

/////////////////////////////////////////////////////////////////////////////
// CMyControl window

class CMyControl : public CWnd
{
// Construction
public:
	CMyControl();
	static BOOL RegisterWndClass(HINSTANCE hInstance);
// Attributes
public:
            CButton* pBt;

// Operations
public:

// Overrides
	// ClassWizard generated virtual function overrides
	//{{AFX_VIRTUAL(CMyControl)
	public:
	virtual BOOL Create(LPCTSTR lpszClassName, LPCTSTR lpszWindowName, DWORD dwStyle, const RECT& rect, CWnd* pParentWnd, UINT nID, CCreateContext* pContext = NULL);
	//}}AFX_VIRTUAL

// Implementation
public:
	virtual ~CMyControl();

	// Generated message map functions
protected:
	//{{AFX_CMyControl
		// NOTE - the ClassWizard will add and remove member functions here.
	//}}AFX_MSG
	DECLARE_MESSAGE_MAP()
};

//MyControl.cpp

LRESULT CALLBACK MyControlWndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
{...}

/////////////////////////////////////////////////////////////////////////////
// CMyControl

BOOL CMyControl::RegisterWndClass(HINSTANCE hInstance)
{...}


CMyControl::CMyControl():pBt(new CButton()){}

CMyControl::~CMyControl(){ delete pBt;}


BEGIN_MESSAGE_MAP(CMyControl, CWnd)
	//{{AFX_MSG_MAP(CMyControl)
		// NOTE - the ClassWizard will add and remove mapping macros here.
	//}}AFX_MSG_MAP
END_MESSAGE_MAP()


/////////////////////////////////////////////////////////////////////////////
// CMyControl message handlers

BOOL CMyControl::Create(LPCTSTR lpszClassName, LPCTSTR lpszWindowName, DWORD dwStyle, const RECT& rect, CWnd* pParentWnd, UINT nID, CCreateContext* pContext) 
{
	pBt->Create("Button", WS_CHILD|WS_VISIBLE|BS_PUSHBUTTON,rect,this,nID+ 1 );
	
	return CWnd::Create(lpszClassName, lpszWindowName, dwStyle, rect, pParentWnd, nID, pContext);
}