FRUSTRATION!!! Windows Msg Router Woes

I am attempting (keyword) to write the message router in the windows wrapper tutorial. The code compiles correctly but the messages are not being routed correctly... when alt-F4 or use the system menu to close the program it still runs. Here''s the code:

// Window''s main loop
LRESULT CWND::MainLoop()
{
  bool done = false;
  
  // Main message loop
  while(!done)
  {
    PeekMessage(&m_msg, m_hwnd, 0, 0, PM_REMOVE);
    
    // If  WM_QUIT
    if(m_msg.message == WM_QUIT)
    {
      done = true;
    }
    else
    {
      // Translate & dispatch to even quene
      TranslateMessage(&m_msg);
      DispatchMessage(&m_msg);
      
      // Main game logic cycle
      m_GameCycle();
    }
  }
  
  return m_msg.wParam;
}



// Class message router: this function is static and will rout messages
// to the correct class instance
LRESULT CALLBACK CWND::MessageRouter(HWND hwnd, UINT msg, WPARAM wParam, LPARAM lParam)
{
  CWND *p_wnd = 0;

  if(msg == WM_NCCREATE)
  {
    // retrieve Window instance from window creation data and associate
    LPVOID p_temp = ((LPCREATESTRUCT)lParam)->lpCreateParams;
    p_wnd = reinterpret_cast(p_temp);
        SetWindowLong(hwnd, GWL_USERDATA, reinterpret_cast(p_wnd));

	  // save window handle
    if(p_wnd)
      p_wnd->SetHWND(hwnd);
  }
  else
  {
    // retrieve associated Window instance
    p_wnd = reinterpret_cast(GetWindowLong(hwnd, GWL_USERDATA));
  }
  
  if(p_wnd)
  {
    t_messageIterator i;
    i = p_wnd->GetMessageHandler(msg);
    if(i == NULL)
        { MessageBox(NULL, "Message not recognized!", "ERROR", MB_OK); }
    else
        { return (i->second)(p_wnd, hwnd, wParam, lParam); }
  }
    
  return DefWindowProc(hwnd, msg, wParam, lParam);
}
 

Any suggestions?