Which message maps/function should I use to create a dialog/window automatically when apps starts up

Do following:
Create new project "sam", choose MDI in Step 1. Click finish
Create Dialod you want to display when app start.
In samApp class
Include "Dialog.h"
In InitInstance()
{
CDialog *dlg = new CDialog();
dlg->Create(CDialog::IDD);
dlg->ShowWindow(SW_SHOW);
// when you want show MDI call dlg->DestroyWindow();
}
LB_TMA