Creating a function pointer from a button click event?

[dxfoo]

I'm trying to do something similar to this in C++:

void ClickMe()
{
// do work here
}

btn.Init(wnd, "Click Me", 10, 10);
btn.OnClick(ClickMe);  
btn.Show();

Although the button object works fine, having something similar to OnClick() would be ideal for what I'm doing. Even if it's not possible, is there anything that might be similar?

There is SetWindowLong() but I'm not trying to throw the whole window procedure in a ClickMe() function. All I'm interested in is the click event.

Thanks.