CPenWidthsDlg dlg;
// Initialize dialog data
dlg.m_nThinWidth = m_nThinWidth;
dlg.m_nThickWidth = m_nThickWidth;

// Invoke the dialog box
if (dlg.DoModal() == IDOK)
{
    // retrieve the dialog data
    m_nThinWidth = dlg.m_nThinWidth;
    m_nThickWidth = dlg.m_nThickWidth;

    // Update the pen used by views when drawing new strokes
    // to reflect the new pen widths for "thick" and "thin".
    ReplacePen();
}