Problem enabling drag-drop target for a CDialog window...

Hi,
I'm trying to enable simple file dragging into my CDialog based window and encountering a problem.
I followed the instructions in the documentation (how to implement.. for non CView based windows), and here's the chopped code:

// override for COleDropTarget:
class CMyDropTarget : public COleDropTarget
{
public:
        virtual BOOL OnDrop( CWnd* pWnd, COleDataObject* pDataObject, DROPEFFECT dropEffect, CPoint point );
};

class CMyDlg : public CDialog
{
public:
...
        CMyDropTarget droptarget;
...

// and OnCreate handeling
}

..

int CMyDlg::OnCreate(LPCREATESTRUCT lpCreateStruct)
{
...
        droptarget.Register( (CWnd*)this );
        DragAcceptFiles(TRUE);
}

BOOL CMyDropTarget::OnDrop(CWnd * pWnd, COleDataObject
                *pDataObject, DROPEFFECT dropEffect, CPoint point)
{
        Beep(1000,200);

        return TRUE;
}

Thats about it as described in the How-To documentation. I even initialized the OLE libraries although i dont need ole capabilities.
The result, I can drag items onto my dialog (shows the arrow with a plus sign), but I drop and my OnDrop never gets called (no Beep or breakpoint)...

Any ideas what could be wrong?

Thanks ahead,
Ziv