I figured it out. In my OnInitDialog() function, i have
DWORD dwStyle = m_lstCtrl.GetExtendedStyle();
dwStyle |= LVS_EX_FULLROWSELECT;
m_lstCtrl.ModifyStyle(0, dwStyle | LVS_REPORT);
By commenting out these lines and applying ankitjoshi24's solution,the problem is solved.
But still I dont understand why these lines caused the problem??
Quy