Why my ATL control can not handle WM_CREATE, WM_DESTROY and all user-defined message?

VC 6.0/ATL3.0

Hi.Guys!
I create a ATL control. And handle WM_CREATE, WM_DESTROY and some user-defined message. But the handle function dosn't work at all. But the function OnLButtonDown which handle the message WM_LBUTTONDOWN is work fine.

#define WSA_CLOSE WM_USER+1
#define WSA_CONNECT WM_USER+2
MESSAGE_HANDLER(WSA_CLOSE, OnClose) //don't work
MESSAGE_HANDLER(WSA_CONNECT, OnConnect) //don't work
MESSAGE_HANDLER(WM_CREATE, OnCreate) //don't work
MESSAGE_HANDLER(WM_DESTROY, OnDestroy) //don't work
MESSAGE_HANDLER(WM_LBUTTONDOWN, OnLButtonDown) //work fine



Why my ATL control can not handle WM_CREATE, WM_DESTROY and all user defined message?
I'm appreciate for your help.