Is your interface correctly registered in registry and does the project contain the correct marshalling information? I noticed some problems with GIT when the interface wasn't properly marshalled.

I tried this, but due to some runtime exception, changed to Global Interface Table. Now the problem is: I create instance of IGlobalInterfaceTable and marshal my interface into it using RegisterInterfaceInGlobal(..). It returns me HRESULT of Successful. Now if I Unmarshall this interface in the same thread somewhere down the line, I can successfully retriev it & call methods on this interface. Problem is that in another thread, when I create instance of Global interface table, and access the interface using global cookie, I get HRESULT of 0x8000FFFF which means catastrophic failure. The second thread calls CoInitializeEx(NULL, COINIT_APARTMENTTHREADED); and CoUninitialize(). Also it waits for a event handle. Apart from the wait statement, the thread returns immediately. (it does not have message pump).

Dialogs don't receieve WM_CREATE. They do receive WM_INITDIALOG though - that's the message you want to trap. This applies for all dialogs, active x or not. -- Arigato gozaimashita!

I am sorry about saying that this problem is solved. Actaully the problem of crash/exception remains where it was. However initially hosting activex control in invisible, and modeless ATL dialogs was not achieved by me, now it is possible.