Using CProgressCtrl and a Cancel Button

I am trying to create a dialog that is very similar to a standard windows progress dialog.  On my dialog, I have a cancel button.  How can I perform a continuous action upon opening the dialog until the user presses the cancel button?  I have tried using PeekMessage but can't seem to get the application to Yield.  I currently have a processing loop in the Timer so that I can start the timer after the dialog is initialized and displayed.  Is there somewhere else I should be doing the processing?  How do I allow the cancel button to be pressed while in my processing loop and then detect that it was pressed?  Thanks in advance for any input!
selenAsked:
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luisrConnect With a Mentor Commented:
Some time ago I developed a little framework for doing this. I never released it, but I'm willing to share it to you. Send e-mail to me at luisr@iname.com if you are interested.

The way it works is that you create the dialog on the main thread and creates a new thread for the code that can be canceled. It's very simple to use.

I think this little framework is exactly what you need.
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