Hotkeys not highlighted in application developed with MFC feature pack

Hello!

I have created an MDI application using VS2008 with MFC feature pack.
I have assigned the hotkeys for all the menu items.
Set the style as Office2007.
But when I press the ALT button, the hotkeys of the menu items are not highlighted.

Can anyone help me in finding the solution.

Thanks in advance,
Seetharm.