Now I added layout to my QWinWidget and it seems to work .Although I am not sure why.

Qt Code: 
  1. int MyCDialog::OnCreate(LPCREATESTRUCT lpCreateStruct)
  2. {
  3.     if (CDialog::OnCreate( lpCreateStruct ) == -1 )
  4.             return -1;
  5.     win=new QWinWidget( this->m_hWnd );
  6.      MyFrame * dialog=new MyFrame(win);   
  7.     QVBoxLayout  mylayout=new QVBoxLayout ;
  8.     mylayout->addWidget(dialog);
  9.     win->setLayout(mylayout);
  10.     win->move(0,0);     
  11.     win->show(); 
  12.     return 0;
  13. }
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and in my OnSize handler :

Qt Code: 
  1. void MyCDailog::OnSize(UINT nType,int cx,int cy)
  2. {
  3. win->resize(cx,cy);
  4.  
  5. }
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