Created a new dialog-based application and typed this in the header file:
virtual BOOL PreTranslateMessage(MSG *pMsg);
Then I selected "Create implementation" and this code was generated:
BEGIN_MESSAGE_MAP(CVAXDemoDlg, CDialog)
	BOOL CVAXDemoDlg::PreTranslateMessage( MSG* pMsg )
{
}
	ON_WM_PAINT()
	ON_WM_QUERYDRAGICON()
	//}}AFX_MSG_MAP
END_MESSAGE_MAP()
Basically, the Create Implementation feature is worthless when a message map is present.