DLL Entry Point of Windows Hook - winapi

Question

I implement a DLL to record user's input by using SetWindowsHookEx function.
Besides, I inject my DLL after the hooked program runs.
The return values of SetWindowsHookEx indicate that they all hook the process successfully.
However, I don't know why when I set my hook in DLL_THREAD_ATTACH , the message hook works good. But the hook will be disconnected when the thread dies, which is very annoying for me to log user's input.
When I set my hook in DLL_PROCESS_ATTACH, it will enters that case, but it seems that my hook never receives the callback of HOOKPROC.
Therefore, I only post DllMain and SetMyHook function.
My code structure :
BOOL APIENTRY DllMain( HINSTANCE hInst, DWORD ul_reason_for_call, LPVOID lpReserved )
{
switch( ul_reason_for_call )
{
case DLL_PROCESS_ATTACH:
MainHwnd = GetMainWindow();
SetMyHook(hWnd_tid, hInst);
break;
case DLL_PROCESS_DETACH:
ClearMyHook();
break;
case DLL_THREAD_ATTACH:
break;
case DLL_THREAD_DETACH:
break;
}
return TRUE;
}
__declspec(dllexport) BOOL WINAPI SetMyHook(DWORD tid, HMODULE hInstance)
{
Hook = SetWindowsHookEx(WH_CALLWNDPROC, (HOOKPROC)MsgHook, hInstance, tid);
MHook = SetWindowsHookEx(WH_GETMESSAGE, (HOOKPROC)MenuHook, hInstance, tid);
if(Hook && MHook)
return TRUE;
else
return FALSE;
}
__declspec(dllexport) BOOL ClearMyHook(void)
{
if (UnhookWindowsHookEx(Hook) && UnhookWindowsHookEx(MHook))
{
return TRUE;
}
return FALSE;
}
Notice:
If I move the code in the case DLL_PROCESS_ATTACH to DLL_THREAD_ATTACH, it will work!!
I don't know why it will happen...