System-wide hook

[abdul]

I am trying to install a Shell system-wide hook but because I have to put the application-defined procedure (ShellProc) in a dll, so I have created a simple dll using ATL and so far it's working all right.
Here is the procedure which is in a dll:

LRESULT WINAPI ShellProc(int nCode, WPARAM wParam, LPARAM lParam)
{
    // TODO: Add your implementation code here
    switch(nCode)
    {
    case HSHELL_WINDOWCREATED:
        MessageBox(NULL,"","Window Created", MB_OK);
        break;
    case HSHELL_WINDOWDESTROYED:
        MessageBox(NULL,"","Window Destroyed", MB_OK);
        break;
    default:
        break;
    }
        return CallNextHookEx(hhook, nCode, wParam, lParam);
} 

There's also a function called "StartHook" in the same dll which actually sets the the WH_SHELL hook using SetWindowsHookEx(). So whenever I call the StartHook function, I start getting the message boxes above correctly but....
I'll have to perform on the messages (ex HSHELL_WINDOWSCREATED) inside the dll because the procedure is inside the dll. How can the calling thread (or me if I am using this dll) be notified which message is recieved? Will have to write my own for getting the address of a CALLBACK message from the programmer and then call that function from the dll? Or will it actually work?