See FAQ.

From FAQ:

Question:
How do I handle ON_COMMAND and ON_UPDATE_COMMAND_UI messages?

Answer:
(part I) using ON_UPDATE_COMMAND_UI
Xtreme Command Bars supports the classic MFC updating mechanism using the ON_UPDATE_COMMAND_UI macro.  For example, to make a menu or toolbar command item checked you would add the following code:

BEGIN_MESSAGE_MAP(CMainFrame, CFrameWnd)
    //{{AFX_MSG_MAP(CMainFrame)
    ...
    //}}AFX_MSG_MAP
     ON_UPDATE_COMMAND_UI(ID_EDIT_STATE,OnUpdateEditState)
END_M ESSAGE_MAP()

void CMainFrame::OnUpdateEditState(CCmdUI* pCmdUI)
{
    pCmdUI->SetCheck(m_bCheck);
    pCmdUI->Enable(TRUE);
}