Using SetParent() in Windows to work with MFC

In trying to get SDL to render in the device context of a window in MFC,
has anyone tried to use this call? Have you had success with it?

CWnd* SetParent( CWnd* pWndNewParent );
where pWndNewParent would be SDL’s window handle.

How about this call?
void SetOwner( CWnd* pOwnerWnd );

The above functions are found here: