Why does it close here but not there?

[crptcblade]

Because you are not breaking or returning after the Test button's code. The case is falling through to the WM_CLOSE code.

int CALLBACK DlgProc(HWND hWndDlg, UINT uMsg, WPARAM wParam, LPARAM lParam)
{
	switch (uMsg)
	{
	case WM_COMMAND:
		if (LOWORD(wParam) == IDC_BTN_TEST)
		{
			iCount = ((GetTickCount() / 1000) / 60);
			ltoa(iCount, szTicks, 10);
			MessageBox(hWndDlg, szTicks, "Counter", MB_OK);
                                                return false;
		}
		if(LOWORD(wParam) == IDC_BTN_CANCEL)
		{
			MessageBox(hWndDlg, "Cancel pressed!", "Button", MB_OK);
		}
		if(LOWORD(wParam) == IDC_BTN_OK)
		{
			MessageBox(hWndDlg, "OK pressed!", "Button", MB_OK);
			return false;
		}
	case WM_CLOSE:
		EndDialog(hWndDlg, 0);
		PostQuitMessage(0);
		break;
	}
	return false;
}