Automation client in MFC Ext. Dll

Within an MFC DLL I have a CCmdTarget derivative that is used as an Automation client (i.e. using AfxConnectionAdvise() to sink it up with the given interface). The problem is it never receives any events. I have cut+pasted this class into a MFC CDialog-based project. It worked just fine.

DLL:
I've noticed that when I call Release() on my IEventHandler interface, I get a DEBUG ASSERT in atlwin.h
("ATL: ERROR - Object deleted before window was destroyed").


What do I have to do to use an Automation client within an MFC DLL?? Anything special? Anybody have source code? Microsoft has examples that have clients within .exes.

Help!

For anyone else that runs into this problem:
I needed a message pump of some sort; being in a DLL I didn't have one. So create a CWinThread (UI type). From within the thread's Initinstance(), create your OLE automation client and sink it up with your COM interface.