CMenu menu;
menu.LoadMenu(IDR_MNU_TRAY); // 2
CMenu* pMenu=menu.GetSubMenu(0);
CPoint point;
GetCursorPos(&point);
SetForegroundWindow(); //解决托盘菜单不消失
pMenu->TrackPopupMenu(TPM_LEFTALIGN,point.x,point.y,this);
PostMessage(WM_NULL,0,0); //解决托盘菜单不消失
SDK里写得很清楚地
To display a context menu for a notification icon, the current window must be the foreground window before the application calls TrackPopupMenu or TrackPopupMenuEx. Otherwise, the menu will not disappear when the user clicks outside of the menu or the window that created the menu (if it is visible). However, when the current window is the foreground window, the second time this menu is displayed, it displays and then immediately disappears. To correct this, you must force a task switch to the application that called TrackPopupMenu at some time in the near future. This is done by posting a benign message to the window or thread, as shown in the following code sample:
Hide Example
SetForegroundWindow(hDlg);
// Display the menu
TrackPopupMenu( hSubMenu,
TPM_RIGHTBUTTON,
pt.x,
pt.y,
0,
hDlg,
NULL);
PostMessage(hDlg, WM_NULL, 0, 0);