U can catch WM_HOTKEY just like you did BN_CLICKED.
The WPARAM with WM_HOTKEY contains the id of hotkey
(the second parameter of RegisterHotKey, while
registring the hotkey) with which you can idenfiy
it and process it

    int Id = (int)wp;

    if (Id != KEYID)
    {
        AfxMessageBox("Not Caught");
        return 1;
    }
    AfxMessageBox("Caught");
    return 0;

Regards
Ankur Verma