How do I make popup menus for notification (system tray) icons disappear after clicking elsewhere?

This is a common problem with notification icon menus. When you right click on a notification icon, a popup menu appears. When you click somewhere else, such as on the desktop, the menu remains. This can be really frustrating. Microsoft has a knowledge base article on this: MS KB Q135788. The solution is to surround TrackPopupMenu with calls to SetForegoundWindow and SendMessage.

SetForegroundWindow(hDlg);
TrackPopupMenu(hSubMenu, TPM_RIGHTBUTTON, pt.x, pt.y, 
    0, hDlg, NULL);
PostMessage(hDlg, WM_NULL, 0, 0);

After fixing this, be careful that your menu is attached to the WM_RBUTTONUP message and not the WM_RBUTTONDOWN message. Using the latter will cause occasional double popup menus where the Windows taskbar menu will overlap your program's menu (see the next post).