Intercepting messages from a child of a child with MFC

I have a CListCtrl class and at the moment when a user selects one of the sub items I am displaying a CComboBox over the subitem which the user can then make a selection from.

However I have a problem. When the user has made a selection i need the combo box to disappear (ie intercept CBN_SELCHANGE). The problem is that I need to make the CComboBox a child of the CListCtrl (Otherwise I get weird problems with the list drawing over the combo box even if i set the combo box to be topmost). So the CBN_SELCHANGE message gets sent to the list view which, understandably, ignores it. How can I get the list view to pass that message up to the parent window.

Do I really need to derive my own CListCtrl class that simply intercepts the CBN_SELCHANGE message and passes it up to the parent window? Is there a better way to do this than creating an OnWndMsg handler?

Thanks for any help!

Edit: This code works

class CPassThroughListCtrl : public CListCtrl
{
protected:
    virtual BOOL OnWndMsg(UINT message, WPARAM wParam, LPARAM lParam, LRESULT* pResult)
    {
        if ( message == WM_COMMAND )
        {
            GetParent()->SendMessage( message, wParam, lParam );
        }
        return CListCtrl::OnWndMsg( message, wParam, lParam, pResult );
    }
public:
    CPassThroughListCtrl()
    {
    };
};

But i'd really like to know if there is a nicer way to do this.

You can subclass CComboBox such that it will handle CBN_CLOSEUP message. Your custom Combo will know about the manager i.e. the object that created it in the first place and will have to destroy it upon close up (top level window or whatever, should be provided as an argument to your custom combobox constructor)... So when you create combobox on a top of the list item you will create instance of this customized combobox instead of the MFC default one. Combobox event handler could look like that:

BEGIN_MESSAGE_MAP(CNotifyingComboBox, CComboBox)
 ON_CONTROL_REFLECT(CBN_CLOSEUP, OnCloseUp)
END_MESSAGE_MAP()

void CNotifyingComboBox::OnCloseUp()
{
    // _manager is pointer to the object that created this combobox, 
    // and is responsible for its destruction, 
    // should be passed into CNotifyingComboBox cosntructor
    if( NULL != _manager )
    {
        _manager->OnCloseUpComboBox(this);
    }
}