Windowed DirectDraw problems

I'm having trouble to get a windowed DirectDraw to work
(I can get it in fullscreen though). Below is the setup process
and when running it fails to create a primary surface.
What could be wrong?

I'm also not 100% sure this is the right way since I'm having
a hard time finding the info I need (yes, I have been searching... :)).
The code below is inspired from a few sources I found plus a
little guessing...

I'm using Visual C++, version 6 I believe...

Code:

---

BOOL Setup()
{
        //Data
        DDSCAPS2 SurfaceCaps;
        DDSURFACEDESC2 SurfaceDesc;
        DDBLTFX BlitFx;

        //Create DirectDraw object
        if(FAILED(DirectDrawCreateEx(NULL, (LPVOID*)&DirectDraw, IID_IDirectDraw7, NULL)))
        {
                MessageBox(MainWindow, "Unable to create DirectDraw object!", "Setup failed!", MB_OK | MB_ICONINFORMATION);
                return FALSE;
        }

        //Set the cooperative level
        if(FAILED(DirectDraw->SetCooperativeLevel(MainWindow, DDSCL_NORMAL | DDSCL_ALLOWREBOOT)))
        {
                MessageBox(MainWindow, "Unable to set Cooperative level!", "Setup failed!", MB_OK | MB_ICONINFORMATION);
                return FALSE;
        }

        //Set parameters
        ZeroMemory(&SurfaceDesc, sizeof(DDSURFACEDESC2));
        SurfaceDesc.dwSize = sizeof(DDSURFACEDESC2);
        SurfaceDesc.dwFlags = DDSD_CAPS | DDSD_BACKBUFFERCOUNT | DDSD_WIDTH | DDSD_HEIGHT;
        SurfaceDesc.ddsCaps.dwCaps = DDSCAPS_PRIMARYSURFACE | DDSCAPS_FLIP | DDSCAPS_COMPLEX;
        SurfaceDesc.dwBackBufferCount = 1;
        SurfaceDesc.dwWidth = SCREENWIDTH;
        SurfaceDesc.dwHeight = SCREENHEIGHT;

        //Create the primary surface
        if(FAILED(DirectDraw->CreateSurface(&SurfaceDesc, &PrimarySurface, NULL)))
        {
                MessageBox(MainWindow, "Unable to create primary surface!", "Setup failed!", MB_OK | MB_ICONINFORMATION);
                return FALSE;
        }

        //Set parameters
        ZeroMemory(&SurfaceCaps, sizeof(DDSCAPS2));
        SurfaceCaps.dwCaps = DDSCAPS_BACKBUFFER;

        //Create the secondary surface (back buffer)
        if(FAILED(PrimarySurface->GetAttachedSurface(&SurfaceCaps, &SecondarySurface)))
        {
                MessageBox(MainWindow, "Unable to create secondary surface!", "Setup failed!", MB_OK | MB_ICONINFORMATION);
                return FALSE;
        }

        //Initiate all buffers with black
        /*
        ZeroMemory(&BlitFx, sizeof(DDBLTFX));
        BlitFx.dwSize = sizeof(DDBLTFX);
        BlitFx.dwFillColor = 0x00000000;
        PrimarySurface->Blt(NULL, NULL, NULL, DDBLT_COLORFILL, &BlitFx);
        SecondarySurface->Blt(NULL, NULL, NULL, DDBLT_COLORFILL, &BlitFx);
        */

        //Creates a clipper
        if(FAILED(DirectDraw->CreateClipper(0, &Clipper, NULL)))
        {
                MessageBox(MainWindow, "Unable to create Clipper!", "Setup failed!", MB_OK | MB_ICONINFORMATION);
                return FALSE;
        }

        //Attaches the clipper to the window
        if(FAILED(Clipper->SetHWnd(0, MainWindow)))
        {
                Clipper->Release();
                MessageBox(MainWindow, "Unable to attach Clipper to window!", "Setup failed!", MB_OK | MB_ICONINFORMATION);
                return FALSE;
        }

        //Attaches the clipper to the primary surface
        if(FAILED(PrimarySurface->SetClipper(Clipper)))
        {
                Clipper->Release();
                MessageBox(MainWindow, "Unable to attach Clipper to primary surface!", "Setup failed!", MB_OK | MB_ICONINFORMATION);
                return FALSE;
        }

        //Load the graphics
        if(LoadGraphics() == FALSE)
        {
                return FALSE;
        }

        //Return success
        return TRUE;
}

---

MainWindow is a window (a dialog actually).