Tab and Arrow keys not working in Composite Control.

I have cretaed a composite control in ATL having a full control in it. The full contol has some modeless dialogs in it and the dialogs are derived from CAxDialogImpl. I tried overriding TranslateAccelerator method for IOLeInPlaceActiveObjectImpl in the dialog and called IsDialogMessage as described in MSDN knowledgebase article HOWTO: Write a Dialog based ActiveX Control using ATL, but it does not work. Infact I never get break-point into that method.