Win32. Enable visual styles in dll

I've got no experience in C++ and Win API so sorry if this question is nooby. I've got DLL where I create some components, MessageBox for example. I added pragma comment to enable visual styles and it does not work (and it shouldn't as I know from this answer: windows 7 style for combobox on internet explorer toolbar, how?

Dll code(omit export and so on):

#include "stdafx.h"
#include "my-dll.h"
#include <Windows.h>
#pragma comment(linker,"\"/manifestdependency:type='win32' name='Microsoft.Windows.Common-Controls' version='6.0.0.0' processorArchitecture='*'    publicKeyToken='6595b64144ccf1df' language='*'\"")

MYDLL_API int fnmydll(void)
{
   MessageBox(NULL, L"Message", NULL, 0);
   return 42;
}

Then I invoke this dll function from my app:

#include <iostream>
#include <Windows.h>
#include "my-dll.h"

int WinMain(HINSTANCE hInstance,
                   HINSTANCE hPrevInstance,
                   LPSTR lpCmdLine,
                   int nCmdShow)
{
    fnmydll();
    return 0;
}

And I've got my message box but without visual styles. As far as I understand I should activate context when my dll is invoked but MSDN has no examples how to do it. Could you please give me such example or at least explain what is going on in more details? Because I can't even understand why function BOOL GetCurrentActCtx(_Out_ HANDLE *lphActCtx); receives pointer to ACTCTX but has signature with some HANDLE type.

If you want your DLL to use visual style aware controls, i.e. comctl32 v6, even if your host application does not use it, you have to use Activation Context API. Here's an example on how to use it:

 HANDLE hActCtx;
 ACTCTX actCtx;
 ZeroMemory(&actCtx, sizeof(actCtx));
 actCtx.cbSize = sizeof(actCtx);
 actCtx.hModule = hInst;
 actCtx.lpResourceName = MAKEINTRESOURCE(2);
 actCtx.dwFlags = ACTCTX_FLAG_HMODULE_VALID | ACTCTX_FLAG_RESOURCE_NAME_VALID;

 hActCtx = CreateActCtx(&actCtx);
 if (hActCtx != INVALID_HANDLE_VALUE) {
     ULONG_PTR cookie;
     ActivateActCtx(hActCtx, &cookie);

     // Do some UI stuff here; just show a message for example
     MessageBox(NULL, TEXT("Styled message box"), NULL, MB_OK);

     DeactivateActCtx(0, cookie);
     ReleaseActCtx(hActCtx);
 }

Here hInst is the module handle of your DLL, you can save it in a global variable in DllMain or use GetModuleHandle function to get it. This sample implies your DLL stores Common Controls version 6.0 manifest in its resources with ID 2.

You can call CreateActCtx only once when your DLL initializes, and ReleaseActCtx when it's not needed any more. Call ActivateActCtx before creating any windows and call DeactivateActCtx before returning control to application.