Bolding and Underlining Radio button

Hi All,
I have my radio button(IDC_BUTTON1)on a form view. I am underlining its caption(title) using the following code.

void CMyFontView::OnUnderline()
{
// TODO: Add your control notification handler code here
LOGFONT m_lf;
CFont m_font;

::GetObject((HFONT)GetStockObject(DEFAULT_GUI_FONT),sizeof(m_lf),&m_lf);
m_font.CreateFontIndirect(&m_lf);
m_lf.lfWeight = FW_NORMAL;
m_lf.lfUnderline = TRUE;
m_font.DeleteObject();
BOOL bCreated = m_font.CreateFontIndirect(&m_lf);

CButton* pButton1 = (CButton*)GetDlgItem(IDC_RADIO1);
pButton1->SetFont(&m_font, TRUE);
pButton1->RedrawWindow();
}

It has underlined the caption of the radio button.

Now I clicked on the my radio button. Now when I navigate to some other control(my radio button is losing focus), underline is gone and radio button font became bold.

Can someone tell me what is the problem and how to solve it.

Thanks in advance
Vasu