Scenario described by you is precisely where the issue is. You will notice that in your
dialog, tab keys would not work either. The root cause of the problem is that your
dialog's PreTranslateMessage is not getting called. You should be able to fix the Tooltip
problem by using the TTF_SUBCLASS flag which will subclass as needed.
If you want PreTranslateMessage/Idling in your DLL, take a look at example DLLHUSK(??) in
MSDN. There are couple of related samples which show how to pump idling and
pretranslatemessage to a MFC regular DLL.