How do I setup my class to accept LRESULT WINAPI MsgProc() calls?

I've added DirectShow filters to my app to support playback of an AVI file.  So far I'm pretty close, but now I need to get the message handling setup so that I can handle messages sent back by direct show. (That is, my WINAPI MsgProc function, how to call it?)

So far I have this (I've stripped out irrelevant code and error checking for clarity)

-------------------------------
in my header:

#define WM_GRAPHNOTIFY  WM_USER+13

class CMovieView : public CStatic
{
.. // constructors etc..

public
    LRESULT WINAPI MsgProc( HWND hWnd, UINT msg, WPARAM wParam, LPARAM lParam );
.
.


in the .CPP file:

DWORD CMovieView::LoadMovie(LPCTSTR a_lpszMovieName)
{
  // setup all the filter graph stuff.. this is all working.

  // setup IMediaEventEx for callbacks.
  g_pGraph->QueryInterface(IID_IMediaEventEx, (void **)&g_pMediaEvent);
  g_pMediaEvent->SetNotifyWindow((OAHWND)GetSafeHwnd(), WM_GRAPHNOTIFY, 0);

  g_pMediaControl->Run();
}

HRESULT CImageView::HandleGraphEvent(void)
{
   //.. code to handle events.
}


LRESULT WINAPI MsgProc( HWND hWnd, UINT msg, WPARAM wParam, LPARAM lParam )
{
    switch( msg )
    {
      case WM_GRAPHNOTIFY:
            CImageView::HandleGraphEvent();
            return 0;
    }

    return DefWindowProc( hWnd, msg, wParam, lParam );
}

-------------------------------

Ok - that said.. I can get to the point where my movie opens and plays.. but when it's done (i.e. the media event sends EC_COMPLETE message) nothing happens, because my MsgProc() is never being called.  What do I have to do to setup my class so that it can accept messages?

thanks!
-Paul