But I have program, which send data with similar connection paremeters normally. What is problem?
Code:
// Temp.cpp : Defines the entry point for the application.
//

#include "stdafx.h"
#include "Temp.h"

#define MAX_LOADSTRING 100

// Global Variables:
HINSTANCE hInst;								// current instance
TCHAR szTitle[MAX_LOADSTRING];					// The title bar text
TCHAR szWindowClass[MAX_LOADSTRING];			// the main window class name

// Forward declarations of functions included in this code module:
ATOM				MyRegisterClass(HINSTANCE hInstance);
BOOL				InitInstance(HINSTANCE, int);
LRESULT CALLBACK	WndProc(HWND, UINT, WPARAM, LPARAM);
INT_PTR CALLBACK	About(HWND, UINT, WPARAM, LPARAM);
HANDLE hComPort;
BYTE Eof;
BYTE STX;
DWORD InitPort()
{
	hComPort = INVALID_HANDLE_VALUE;
	// открыть порт . . . 
	hComPort = CreateFile(L"COM3",			// порт
          GENERIC_READ | GENERIC_WRITE,		//чтение и запись
          0,						// must be opened with exclusive-access
          NULL,						// default security // no security attributes
          OPEN_EXISTING,			// existing file only
          FILE_ATTRIBUTE_NORMAL,	//FILE_ATTRIBUTE_NORMAL, FILE_FLAG_OVERLAPPED,	//? normal file   // not overlapped I/O == 0,  
          NULL);					// no attr. template // hTemplate must be NULL for comm devices
	if (hComPort == INVALID_HANDLE_VALUE) 
	{
		DWORD err = GetLastError();
		CloseHandle(hComPort);
		return err;
	}
	DCB dcb;
	COMMTIMEOUTS PortTimeOuts;
	// настройки порта . . .
	if (!GetCommState(hComPort, &dcb)) 
	{
		DWORD err = GetLastError();
		CloseHandle(hComPort);
		return err;
	}
	dcb.BaudRate = CBR_9600;     // set the baud rate CBR_9600
	dcb.ByteSize = 8;             // data size, xmit, and rcv
	dcb.Parity = NOPARITY;        // no parity bit
	dcb.StopBits = TWOSTOPBITS;    // one stop bit
	if (!SetCommState(hComPort, &dcb)) 
	{
		DWORD err = GetLastError();
		CloseHandle(hComPort);
		return err;
	}
    SetupComm(hComPort, 1024*1024, 1024*1024);
	// таймауты ввода-вывода . . . 
	if (!GetCommTimeouts(hComPort, &PortTimeOuts)) 
	{
		DWORD err = GetLastError();
		CloseHandle(hComPort);
		return err;
	}
	PortTimeOuts.ReadIntervalTimeout		 = 5;
	PortTimeOuts.ReadTotalTimeoutMultiplier  = 5;
	PortTimeOuts.ReadTotalTimeoutConstant    = 2000;
	PortTimeOuts.WriteTotalTimeoutMultiplier = 0;
	PortTimeOuts.WriteTotalTimeoutConstant   = 0;
	
	if (!SetCommTimeouts(hComPort, &PortTimeOuts)) 
	{
		DWORD err = GetLastError();
		CloseHandle(hComPort);
		return err;
	}
	PurgeComm( hComPort, PURGE_RXCLEAR );		//Очистить буфер драйвера на приём
	return 0;

}

void TempWrite()
{

 if (InitPort())
  {
	//MessageBox(hwnd,L"Ошибка открытия порта", L"Ошибка", 0);         
	//Writing = FALSE;
    return;    
  }
 Sleep(400);
 DWORD Written;
		   char b='a';
          BYTE *arr = new BYTE[256];
		 arr[0] = 3;
		 arr[1] = '\0';
		 arr[2] = STX;
		 arr[3] = '\0';
		 arr[4] = 4;
		 arr[5] = Eof;
		 WriteFile(hComPort, arr, 256, &Written, NULL);
      CloseHandle(hComPort);
 }

int APIENTRY _tWinMain(HINSTANCE hInstance,
                     HINSTANCE hPrevInstance,
                     LPTSTR    lpCmdLine,
                     int       nCmdShow)
{
	UNREFERENCED_PARAMETER(hPrevInstance);
	UNREFERENCED_PARAMETER(lpCmdLine);

 	// TODO: Place code here.
	MSG msg;
	HACCEL hAccelTable;

	// Initialize global strings
	LoadString(hInstance, IDS_APP_TITLE, szTitle, MAX_LOADSTRING);
	LoadString(hInstance, IDC_TEMP, szWindowClass, MAX_LOADSTRING);
	MyRegisterClass(hInstance);

	// Perform application initialization:
	if (!InitInstance (hInstance, nCmdShow))
	{
		return FALSE;
	}

	hAccelTable = LoadAccelerators(hInstance, MAKEINTRESOURCE(IDC_TEMP));
    TempWrite();
	// Main message loop:
	while (GetMessage(&msg, NULL, 0, 0))
	{
		if (!TranslateAccelerator(msg.hwnd, hAccelTable, &msg))
		{
			TranslateMessage(&msg);
			DispatchMessage(&msg);
		}
	}

	return (int) msg.wParam;
}



//
//  FUNCTION: MyRegisterClass()
//
//  PURPOSE: Registers the window class.
//
//  COMMENTS:
//
//    This function and its usage are only necessary if you want this code
//    to be compatible with Win32 systems prior to the 'RegisterClassEx'
//    function that was added to Windows 95. It is important to call this function
//    so that the application will get 'well formed' small icons associated
//    with it.
//
ATOM MyRegisterClass(HINSTANCE hInstance)
{
	WNDCLASSEX wcex;

	wcex.cbSize = sizeof(WNDCLASSEX);

	wcex.style			= CS_HREDRAW | CS_VREDRAW;
	wcex.lpfnWndProc	= WndProc;
	wcex.cbClsExtra		= 0;
	wcex.cbWndExtra		= 0;
	wcex.hInstance		= hInstance;
	wcex.hIcon			= LoadIcon(hInstance, MAKEINTRESOURCE(IDI_TEMP));
	wcex.hCursor		= LoadCursor(NULL, IDC_ARROW);
	wcex.hbrBackground	= (HBRUSH)(COLOR_WINDOW+1);
	wcex.lpszMenuName	= MAKEINTRESOURCE(IDC_TEMP);
	wcex.lpszClassName	= szWindowClass;
	wcex.hIconSm		= LoadIcon(wcex.hInstance, MAKEINTRESOURCE(IDI_SMALL));

	return RegisterClassEx(&wcex);
}

//
//   FUNCTION: InitInstance(HINSTANCE, int)
//
//   PURPOSE: Saves instance handle and creates main window
//
//   COMMENTS:
//
//        In this function, we save the instance handle in a global variable and
//        create and display the main program window.
//
BOOL InitInstance(HINSTANCE hInstance, int nCmdShow)
{
   HWND hWnd;

   hInst = hInstance; // Store instance handle in our global variable

   hWnd = CreateWindow(szWindowClass, szTitle, WS_OVERLAPPEDWINDOW,
      CW_USEDEFAULT, 0, CW_USEDEFAULT, 0, NULL, NULL, hInstance, NULL);

   if (!hWnd)
   {
      return FALSE;
   }

   ShowWindow(hWnd, nCmdShow);
   UpdateWindow(hWnd);

   return TRUE;
}

//
//  FUNCTION: WndProc(HWND, UINT, WPARAM, LPARAM)
//
//  PURPOSE:  Processes messages for the main window.
//
//  WM_COMMAND	- process the application menu
//  WM_PAINT	- Paint the main window
//  WM_DESTROY	- post a quit message and return
//
//
LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
{
	int wmId, wmEvent;
	PAINTSTRUCT ps;
	HDC hdc;

	switch (message)
	{
	case WM_COMMAND:
		wmId    = LOWORD(wParam);
		wmEvent = HIWORD(wParam);
		// Parse the menu selections:
		switch (wmId)
		{
		case IDM_ABOUT:
			DialogBox(hInst, MAKEINTRESOURCE(IDD_ABOUTBOX), hWnd, About);
			break;
		case IDM_EXIT:
			DestroyWindow(hWnd);
			break;
		default:
			return DefWindowProc(hWnd, message, wParam, lParam);
		}
		break;
	case WM_PAINT:
		hdc = BeginPaint(hWnd, &ps);
		// TODO: Add any drawing code here...
		EndPaint(hWnd, &ps);
		break;
	case WM_DESTROY:
		PostQuitMessage(0);
		break;
	default:
		return DefWindowProc(hWnd, message, wParam, lParam);
	}
	return 0;
}

// Message handler for about box.
INT_PTR CALLBACK About(HWND hDlg, UINT message, WPARAM wParam, LPARAM lParam)
{
	UNREFERENCED_PARAMETER(lParam);
	switch (message)
	{
	case WM_INITDIALOG:
		return (INT_PTR)TRUE;

	case WM_COMMAND:
		if (LOWORD(wParam) == IDOK || LOWORD(wParam) == IDCANCEL)
		{
			EndDialog(hDlg, LOWORD(wParam));
			return (INT_PTR)TRUE;
		}
		break;
	}
	return (INT_PTR)FALSE;
}