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I found the cause of the problem.
The mfcmifc80.dll comes in a x86- and x64-version. On a x64 operating system the x64-version of mfcmifc80.dll is assigned to the GAC but for Win32 apps the x86-version is needed. So I simply copied the x86-version into the application local folder and all works well.
It's important to make sure to install the correct version of the mfcmifc80.dll when deploying the app!
Operating system: Windows 7 Ultimate 64bit (German)
The example MfcDataGridView (chapter 6) builds without any problems but when I run it I get an System.Runtime.InteropServices.SEHException in ProcessShellCommand at least when the new view (CWinFormsView derived) should be created.

The example runs without problems under Windows XP Professional 32bit (German)

Is there a special compiler switch or an extra option to get a CWinFormsView derived class running under Windows 7?
The standard CWinFormsDialog derived dialog comes with a modal frame. But in my app a resizable dialog would be a much better solution.
So I called ModifyStyle in OnInitDialog of my CWinFormsDialog derived class.
But when I call ModifyStyle(DS_MODALFRAME, WS_MAXIMIZEBOX | WS_CAPTION | WS_THICKFRAME) I get a dialog with a maximize box in the system menu and the ability to maximize the whole dialog but there is no chance to resize the dialog using the mouse. The mouse cursor turns into a double-headed arrow when pointing at the frame, but I can't actually resize the window.
When I call ModifyStyle(WS_SYSMENU | DS_MODALFRAME, WS_MAXIMIZEBOX | WS_CAPTION | WS_THICKFRAME) which means to remove the system menu I can resize the dialog using the mouse but of course I don't have a system menu anymore. What do I have to do to get both - a working resizable frame and a system menu with a maximize box?
Every suggestions, hints and tricks are welcome.