Balloon events not being raised!

I'm using win 2000 service pack 2 and for some reason when my system
tray app shows a balloon (which it can do fine) it never recieves any
events. It's never notfied that the user clicked on the balloon (even
though the balloon disappears when they do) nor that it timed out when
it does that either.

What could be wrong here?

Thanks!

//Some data
in my DLL's MakeHWND method I create a window class and set:
wndClass.lpfnWndProc = (WNDPROC)WndProc;

where WndProc is a method:
LONG APIENTRY WndProc(HWND hWnd, UINT iMessage, UINT wParam, LONG
lParam)

and it switches on iMessage and if it equals MYWM_NOTIFYICON, then it
does some handling code. However, for some reason that is never
called/reached until i shut the program down! What's going on?!