Problem using SetWindowsHookEx in NT.

I have done this dll:

#include <windows.h>
#include <malloc.h>
#include <string.h>

#pragma comment(linker, "-section:.shared,rws")
#pragma data_seg(".shared")
HHOOK hHook = NULL;
#pragma data_seg()

HINSTANCE hInstance = NULL; // Current DLL instance handle

__declspec(dllexport) LRESULT CALLBACK KeyboardFunc (int nCode, WPARAM wParam, LPARAM lParam );
wParam, LPARAM lParam );

char      strKeyStroke[4];
int            nKeyPress = 0;

BOOL CALLBACK LibMain(HANDLE hInst, DWORD dwReason, LPVOID lpReserved)
{
    UNREFERENCED_PARAMETER( lpReserved);
     
    if ( dwReason == DLL_PROCESS_ATTACH )
    {
        DisableThreadLibraryCalls( (HINSTANCE)hInst );
        hInstance = (HINSTANCE)hInst;  // Save DLL instance handle
    }
    return TRUE; // Success
}

__declspec(dllexport) BOOL SetHook(DWORD dwThreadId)
{
    if (hHook != NULL)
        return FALSE;
     
    hHook = SetWindowsHookEx( WH_KEYBOARD, (HOOKPROC)KeyboardFunc, NULL, NULL );
    return (hHook != NULL);
}

__declspec(dllexport) BOOL UnHook(void)
{
    BOOL rc;
     
    rc = UnhookWindowsHookEx(hHook);
    if (rc)
        hHook = NULL;
     
    return rc;
}

__declspec(dllexport) LRESULT CALLBACK KeyboardFunc(int nCode, WPARAM wParam, LPARAM lParam )
{
      MessageBeep( 0xFFFFFFFF );

      if ( nCode >= 0 )
      {
      wsprintf( strKeyStroke,"%d", wParam );
      MessageBox( NULL, strKeyStroke, "Key", MB_OK );
            }
      }

    return CallNextHookEx(hHook, nCode, wParam, lParam);
}

It would not work in NT. I have not test it on win 95,98.
I call SetHook( NULL ) from the main program and get a true.

But even if SetWindowsHookEx return TRUE I can not see what key is pressed. Please help me.