BEGIN_MESSAGE_MAP(CToolBarEx, CToolBar)
      ON_CBN_SELENDOK(ID_COMBOBOX, OnSelectComboBox)
END_MESSAGE_MAP()

void CToolBarEx::OnSelectComboBox()
{
}
      在上面的一小段代码中, 我们添加了对CBN_SELENDOK消息的处理, 这个消息是CComboBox在完成选择后发送给父窗口的. 处理回车还需要在用户的VK_RETURN
消息里模拟发送出这个CBN_SELENDOK消息.

      所以我们还需要处理PreTranslateMessage函数.函数在类头文件的声明略.
BOOL CToolBarEx::PreTranslateMessage(MSG* pMsg)
{
       if (pMsg->message == WM_KEYDOWN)
       {
              NMHDR nm;  
              nm.hwndFrom = m_hWnd;
              nm.idFrom = GetDlgCtrlID();
              nm.code = NM_RETURN;
              switch (pMsg->wParam)
              {
              case VK_RETURN:
                     //发送通知消息
                     if( m_Combo.IsChild(GetFocus()) )
                     OnSelectComboBox();
                     GetOwner()->SendMessage(WM_NOTIFY, nm.idFrom, (LPARAM)&nm);
                     return TRUE;
  }
 }
 return CToolBar::PreTranslateMessage(pMsg);
}

映射函数：
BOOL CMyWnd::OnCopyData(CWnd* pWnd, COPYDATASTRUCT* pCopyDataStruct)
{
　　　CString strRecievedText = (LPCSTR) (pCopyDataStruct->lpData);
　　　return CMyWnd::OnCopyData(pWnd, pCopyDataStruct);
}

还可以参考MSDN文章Using Data Copy
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/winui/winui/windowsuserinterface/dataexchange/datacopy/usingdatacopy.asp