BRUSH with BS_NULL or BS_HOLLOW won't work with XP themeing

[Guest_imported]

I've got some piece of code here that pretty much resembles the example code of MSDN's CWnd::OnCtlColor sample code for making a control transparent.
That code works fine on any windows version, even XP, if you don't use a theme (classic).
However, when luna is being turned on, all I get is some background color which happens to be black in my case with, of course, black foreground.
I wouldn't regard black painting on black background as art so I'm desperately trying to get a clue how to make this work on Windows XP with themeing turned on.

Thanks in advance,
Andy