CFileDialog filter

I'm using an Open File dialog as follows:
CFileDialog dlg(TRUE,"lst",NULL,OFN_FILEMUSTEXIST|OFN_PATHMUSTEXIST|OFN_HIDEREADONLY,"*.lst",NULL);
I want it to display all the *.lst files so that the user can choose one. But it doesn't display any files. Please help.

CFileDialog dlg(TRUE,"lst",NULL,OFN_FILEMUSTEXIST|OFN_PATHMUSTEXIST|OFN_HIDEREADONLY,"List Files|*.lst||",NULL);

Format is [Description]|[Filter]|{...}||