ISAPI Filter not getting invoked (or loaded)

Platform:  Win NT Server 4.0 + SP6 with IIS4.0

I copied two sample ISAPI filter, one from the Visual C++ ISAPI programming book and the other from MSDN.  They are both created in VC++ projects.  They compiled successfully.

Based on the instructions, I am supposed to list the full path for each DLL in the registry at:
"HKEY_LOCAL_MACHINE\System\CurrentControlSet\Services\W3SVC\Parameters\FilterDLLs"

1. First, there was no such key, so I had to create FilterDLLs key.

2. I listed both DLLs as such:
D:\Books\Pro VC++ ISAPI\SimpleFilter\Debug\SimpleFilter.dll, D:\Program Files\Microsoft Visual Studio\MyProjects\Filter\Debug\Filter.dll
However, neither one gets invoked when I http to the server.  Both filters have OnUrlMap() and all the other methods so any http request should load and invoke the filter.  however, nothing is happening.

Here is SimpleFilter.dll

/////////////////////////////////////////////////
//  SimpleFilter.cpp


#include <windows.h>
#include <httpfilt.h>


//  DebugMsg() is used for debugging
#define DEST buff
#define DebugMsg(x)            \
   {                           \
      char buff[256];          \
      wsprintf x;              \
      OutputDebugString(buff); \
   }


BOOL WINAPI GetFilterVersion(HTTP_FILTER_VERSION* pVer)
{
   // The version of the web server this is running on
   DebugMsg(( DEST, "Web Server is version is %d.%d\n",
              HIWORD( pVer->dwServerFilterVersion ),
              LOWORD( pVer->dwServerFilterVersion ) ));

   // Our filter version nuumber.
   pVer->dwFilterVersion = MAKELONG( 1, 0 );   // Version 0.1

   // The description
   strcpy( pVer->lpszFilterDesc, "Simple Filter, 0.1" );

   // Requests Everything
   pVer->dwFlags = ( SF_NOTIFY_SECURE_PORT         |
                     SF_NOTIFY_NONSECURE_PORT      |
                     SF_NOTIFY_READ_RAW_DATA       |
                     SF_NOTIFY_PREPROC_HEADERS     |
                     SF_NOTIFY_URL_MAP             |
                     SF_NOTIFY_AUTHENTICATION      |
                     SF_NOTIFY_SEND_RAW_DATA       |
                     SF_NOTIFY_LOG                 |
                     SF_NOTIFY_END_OF_NET_SESSION  |
                     SF_NOTIFY_ORDER_DEFAULT );

   return TRUE;
}


DWORD OnReadRawData(HTTP_FILTER_CONTEXT *pfc,
                    HTTP_FILTER_RAW_DATA *pRawDataInfo)
{
   DebugMsg((DEST,"OnReadRawData\r\n"));
   return SF_STATUS_REQ_NEXT_NOTIFICATION;
}


DWORD OnPreprocHeaders(HTTP_FILTER_CONTEXT* pFC,
                       HTTP_FILTER_PREPROC_HEADERS* pHeaderInfo)
{
   DebugMsg((DEST,"OnPreprocHeaders\r\n"));

   CHAR achUrl[512];
   DWORD cbURL=512;

   pHeaderInfo->GetHeader(pFC, "url",achUrl,&cbURL);

   DebugMsg((DEST,"Requested URL is:%s.\r\n",achUrl));
   return SF_STATUS_REQ_NEXT_NOTIFICATION;
}


DWORD OnUrlMap(HTTP_FILTER_CONTEXT* pFC, HTTP_FILTER_URL_MAP* pUrlMapInfo)
{
   DebugMsg((DEST,"OnUrlMap\r\n"));
   DebugMsg((DEST,"PhysicalPath: %s\r\n",pUrlMapInfo->pszPhysicalPath));
   return SF_STATUS_REQ_NEXT_NOTIFICATION;
}


DWORD  OnAuthentication(HTTP_FILTER_CONTEXT* pFC,
                        HTTP_FILTER_AUTHENT* pAuthInfo)
{
   DebugMsg((DEST,"OnAuthentication\r\n"));
   DebugMsg((DEST,"UserName: %s\r\n",pAuthInfo->pszUser));
   return SF_STATUS_REQ_NEXT_NOTIFICATION;
}


DWORD OnSendRawData(HTTP_FILTER_CONTEXT* pFC,
                    HTTP_FILTER_RAW_DATA* pRawDataInfo)
{
   DebugMsg((DEST,"OnSendRawData\r\n"));
   return SF_STATUS_REQ_NEXT_NOTIFICATION;
}


DWORD OnLog(HTTP_FILTER_CONTEXT* pFC, HTTP_FILTER_LOG* pLogInfo)
{
   DebugMsg((DEST,"OnLog\r\n"));
   DebugMsg((DEST,"Target:%s\r\n",pLogInfo->pszTarget));
   return SF_STATUS_REQ_NEXT_NOTIFICATION;
}


DWORD OnEndOfNetSession(HTTP_FILTER_CONTEXT* pFC)
{
   DebugMsg((DEST,"OnEndOfNetSession\r\n"));
   return SF_STATUS_REQ_NEXT_NOTIFICATION;
}


DWORD WINAPI HttpFilterProc(HTTP_FILTER_CONTEXT* pFC,
                            DWORD NotificationType, VOID* pvData)
{
   DWORD dwRet;

   // Send this notification to the right function
   switch ( NotificationType )
   {
   case SF_NOTIFY_READ_RAW_DATA:
      dwRet = OnReadRawData( pFC, (PHTTP_FILTER_RAW_DATA) pvData );
      break;
   case SF_NOTIFY_PREPROC_HEADERS:
      dwRet = OnPreprocHeaders( pFC,
                                (PHTTP_FILTER_PREPROC_HEADERS) pvData );
      break;
   case SF_NOTIFY_URL_MAP:
      dwRet = OnUrlMap( pFC, (PHTTP_FILTER_URL_MAP) pvData );
      break;
   case SF_NOTIFY_AUTHENTICATION:
      dwRet = OnAuthentication( pFC, (PHTTP_FILTER_AUTHENT) pvData );
      break;
   case SF_NOTIFY_SEND_RAW_DATA:
      dwRet = OnSendRawData( pFC, (PHTTP_FILTER_RAW_DATA) pvData );
      break;
   case SF_NOTIFY_LOG:
      dwRet = OnLog( pFC, (PHTTP_FILTER_LOG) pvData );
      break;
   case SF_NOTIFY_END_OF_NET_SESSION:
      dwRet = OnEndOfNetSession(pFC);
      break;
   default:
      DebugMsg(( DEST,
                 "[HttpFilterProc] Unknown notification type, %d\r\n",
                 NotificationType ));
      dwRet = SF_STATUS_REQ_NEXT_NOTIFICATION;
      break;
   }
   return dwRet;
}


Thank you