That was what I tried doing, but it crashed and burned. Or so I thought...
I had tied the Create method to the F12 key in the event loop, and apparently, you shouldn't do that with Visual C++... So, no problem, everything works as it should.
Thanks for the helpful answers!
Oh, and I am not making a game, so timing isn't much of an issue. I am making a kind polygon drawing tool, which is indeed meant to be used for a game, when it's done.