C / C++ / MFC

class CMyObject : public CObject
{
    ...
    void SetMyTimer ()
    {
        ....
        SetTimer (NULL, 0, m_dwDelayInMilliseconds, MyTimerCallBack);
        ....
    }

    static VOID CALLBACK MyTimerCallBack ( HWND hwnd, UINT uMsg, UINT_PTR idEvent, DWORD dwTime )
    {
        // Do some work here
    }
);

class CMyObject : public CObject
{
    CMyObject ()
    {
        m_hTimer = CreateWaitableTimer (NULL, TRUE, NULL); // Manual reset.
    }
    ~CMyObject ()
    {
        CancelWaitableTimer (m_hTimer);
        CloseHandle (m_hTimer);
    }

    ...
    void SetMyTimer ()
    {
        ....
        SetWaitableTimer (m_hTimer, &lintDelay, 0, &MyTimerCallBack, this, FALSE);
        ....
    }

    VOID CALLBACK MyTimerCallBack( LPVOID lpArgToCompletionRoutine, DWORD dwTimerLowValue, DWORD dwTimerHighValue)
    {
        // lpArg = this, remember?
        CMyObject *pThis = (CMyObject *)lpArgToCompletionRoutine;
        pThis->MyTimerCallback ();
    }
    void MyTimerCallBack () // We can use the same name, as we are overloading
    {
        // Do some timed work.
        ...
    }
);