Did you find a solution to this problem?
I am doing basically the same thing, but with a MSFlexGrid and getting the same error as you are:
dervMSFlexGrid m_MyGrid; //In Header
m_MyGrid.Create(NULL, "Grid", WS_VISIBLE | SBS_HORZ | BS_FLAT, CRect(0,0,400,300), this, IDC_GRID_MAIN); //In...