ATL CAxWindow::QueryHost returns E_FAIL

I have a standard MFC MDI app and I am trying to use an ATL window to create a WMP ActiveX control.  But, things are failing before I get that far.  In my code, I create a typical CWnd window.  In't it's OnCreate method, I have this code:

if (CWnd::OnCreate(lpCreateStruct) == -1)
    return -1;

RECT rect;
GetClientRect(&rect);

AtlAxWinInit();
HWND hWnd = m_wndView.Create(m_hWnd, rect, NULL, WS_CHILD | WS_VISIBLE | WS_CLIPCHILDREN, WS_EX_CLIENTEDGE);

CComPtr<IAxWinHostWindow>  spHost;
HRESULT  hr = m_wndView.QueryHost(&spHost);  <== FAILS HERE!

hr = spHost->CreateControl(CComBSTR(_T("{6BF52A52-394A-11d3-B153-00C04F79FAA6}")), m_wndView, 0);
hr = m_wndView.QueryControl(&m_spWMPPlayer);

The HRESULT returned by m_wndView.QueryHost(&spHost) is E_FAIL for some reason.  I got this example straight from MSDN.  m_wndView is a defined as "CAxWindow m_wndView" in my class.

Do I need to enable some aspect of ATL to get this to work? 

The Hinged Newt