WTL - Use of CIdleHandler with CDialogImpl

This is a Windows Template Library question.

I would like to implement an Idle loop on a dialog.
I have:

class CMcScanDlg : public CDialogImpl<CMcScanDlg>, CIdleHandler
{
public:
     enum { IDD = IDD_TEXT };

     BEGIN_MSG_MAP(CMcScanDlg)
          MESSAGE_HANDLER(WM_INITDIALOG, OnInitDialog)
          COMMAND_ID_HANDLER(IDCANCEL, OnCancel)
     END_MSG_MAP()

     LRESULT OnInitDialog(UINT /*uMsg*/, WPARAM /*wParam*/, LPARAM /*lParam*/, BOOL& /*bHandled*/)
     {
          CMessageLoop* pLoop = _Module.GetMessageLoop();
          ATLASSERT(pLoop != NULL);
          pLoop->AddIdleHandler(this);

          return TRUE;
     }

     LRESULT OnCancel(WORD /*wNotifyCode*/, WORD wID, HWND /*hWndCtl*/, BOOL& /*bHandled*/)
     {
          EndDialog(wID);
          return 0;
     }

     BOOL OnIdle()
     {
          Beep(4000,100);
          return TRUE;
     }

};

and I call it using

CMcScanDlg dlg1;
dlg1.DoModal();

But OnIdle() is never called, at least not during the DoModal(). It's only called once the code is back in the main application (and the main message loop).

Any clue ?

Thanks