Cannot capture XTPWM_PROPERTYGRID_NOTIFY

As the title says, I am unable to capture any event from the property grid in my frame.  I have tried catching both in parent and child frame but the function is never called.

Here are the relevant parts of my code, let me know what else might help:

ChildFrame.h:

protected:
    afx_msg LRESULT OnGridNotify(WPARAM wParam, LPARAM lParam);
    DECLARE_MESSAGE_MAP()

ChildFrame.cpp:

IMPLEMENT_DYNCREATE(CChildFrame, CMDIChildWnd)

BEGIN_MESSAGE_MAP(CChildFrame, CMDIChildWnd)
    ON_WM_CREATE()
    ON_MESSAGE(XTPWM_DOCKINGPANE_NOTIFY, OnDockingPaneNotify)
    ON_MESSAGE(XTPWM_PROPERTYGRID_NOTIFY, OnGridNotify) //IDR_PANE_PROPERTIES
END_MESSAGE_MAP()

...

    //in OnDockingPaneNotify:
    m_colPropertyGrid.Create(CRect(0,0,125,125), this, 0);

LRESULT CChildFrame::OnGridNotify(WPARAM wParam, LPARAM lParam)
{
    TRACE0("Property Grid Notify from CHILD FRAME\n");
    return 0;
}

I am able to capture the SendNotifyMessage in my derived class (ColPropertyGrid) but this is not where I want to catch the message.  I tried commenting it out thinking maybe that was blocking the message from being sent, but no difference.

I have been looking at the DrawClient sample for this but I can't figure out what I'm missing.  Any help would be appreciated.

Aha - the problem was in the OnDockingPaneNotify function instead.  I was missing the line

m_colPropertyGrid.SetOwner(this);

after calling Create.  I'm not sure why that doesn't  happen automatically given that you pass in a parameter for the parent window during Create, but it works now!