First of all, let me say nice job documenting that. Very helpful.
But before we go further, I wonder if it's a problem that I'm using Windows 2000 (Pro). Here's what I see when I run your tutorial app:
Is this correct? Notice there are no labels on the first two header columns, and nothing happens when I click on them. Is that because my OS is out of date?
(BTW, I have version 5.81.3502 of comctl32.dll, if that tells you anything.)