Thread: Message loop not working...

Ok, here I have some code (very stripped down so it isn't too boring to read):

Code:

HWND dlg = CreateDialog(hinst, MAKEINTRESOURCE(IDD_TRANSFER),
               parent, UploadProc);
ShowWindow(dlg, SW_SHOW);

MSG msg;
bool done = false;
while(!done && !file.eof()) //I don't think file is the problem
{
    while(PeekMessage(&msg, dlg, 0, 0, PM_REMOVE))
    {
        if(msg.message == WM_CLOSE ||
            (msg.message == WM_COMMAND && LOWORD(msg.wParam) == IDCANCEL))
        {
            done = true;
            server->send(ICV_OP_CANCEL);
            break;
        }
        TranslateMessage(&msg);
        DispatchMessage(&msg);
    }
    if(done)
        break;
    //Other stuff
}

DestroyWindow(dlg);

IDCANCEL is a button that says "cancel". For some reason, this message loop doesn't seem to want to quit, and I can't figure out for the life of me why, since clicking the x in the corner of the dialogbox should (in my world) send WM_CLOSE. Can anybody help me out here? It's sorta a big thing for me, since I thought I had Windows messages all sorted out already