I have strange problem and I dont know where it does come from.
First I list here the struct I have problem :

struct _THREADPARMS{   //global definition in one of my header file
	HWND h_wnd;
	BOOL bContinueAccept;
	BOOL bConnected;
	CProgressCtrl* pProgress;
	CDialog* pDialog;
};

then I declare global variables of the type at a begining in one of my *.cpp file

_THREADPARMS THREADPRMS,*PTHREADPRMS;

As I understand these variables are allocated at compilation time, one without pointing to specific lacation.
Also I use PTHREADPRMS in another file and there the problem begins.
First I declare in the file "a referencial declaration":

extern _THREADPARMS* PTHREADPRMS;

First I will explain the logic of the program. When I choose from my app menu option "connect" it brins me a standard dialog with one button and one progress bar.
When I click button I initializes CProgressCtrl* pProgress,CDialog* pDialog with current values and it creates a thread for loop witch checks whether my app accepted incoming connection and it increases one step progress bar each loop cycle.
But if I decide to quit from the dialog without click the connect button(it goes stright to excute CConnectDialog::OnCancel()) debunger catches the error Access violation writing location 0x00000010

// ConnectDialog.cpp : implementation file
//

#include "stdafx.h"
#include "chat_client.h"
#include "ConnectDialog.h"
#include "stddefn.h"
#include "afxmt.h"

CCriticalSection g_CriticalSection[5];
extern _THREADPARMS* PTHREADPRMS,THREADPRMS;

BOOL isProcess();
BOOL isDialog();

// CConnectDialog dialog

IMPLEMENT_DYNAMIC(CConnectDialog, CDialog)

CConnectDialog::CConnectDialog(CWnd* pParent)
	: CDialog(CConnectDialog::IDD, pParent)
{

}

CConnectDialog::~CConnectDialog()
{
}

void CConnectDialog::DoDataExchange(CDataExchange* pDX)
{
	CDialog::DoDataExchange(pDX);
	DDX_Control(pDX, IDC_PROGRESS1, m_ctlProgressBar);
}


BEGIN_MESSAGE_MAP(CConnectDialog, CDialog)
	ON_BN_CLICKED(IDC_BUTTON1, &CConnectDialog::OnBnClickedButton1)
END_MESSAGE_MAP()


// CConnectDialog message handlers



void CConnectDialog::OnBnClickedButton1()
{
	//create secondary thread for progressbar and checks for connection
	AfxGetMainWnd()->SendMessage(WM_ACCEPT_CONNECTIONS);
	(CButton*)GetDlgItem(IDC_BUTTON1)->EnableWindow(FALSE);

	PTHREADPRMS->pProgress=&m_ctlProgressBar;
	PTHREADPRMS->pDialog=this;

	m_pThread=AfxBeginThread(ThreadConnect,NULL);
	
}
UINT CConnectDialog::ThreadConnect(LPVOID lParam)
{
	if (isProcess())
	{
		PTHREADPRMS->pProgress->SetStep(2);
		PTHREADPRMS->pProgress->SetRange(0,100);
		while (isProcess()){
			if (PTHREADPRMS->bConnected)
				break;
			g_CriticalSection[T_PROGRESS_BAR].Lock();
			PTHREADPRMS->pProgress->StepIt();
			g_CriticalSection[T_PROGRESS_BAR].Unlock();
			::Sleep(500);
		}

		if (PTHREADPRMS->bConnected&&isDialog())
		{
			g_CriticalSection[T_PROGRESS_BAR].Lock();
			PTHREADPRMS->pProgress->SetPos(100);
			g_CriticalSection[T_PROGRESS_BAR].Unlock();
			g_CriticalSection[T_DIALOG].Lock();
			((CConnectDialog*)(PTHREADPRMS->pDialog))->OnOK();
			g_CriticalSection[T_DIALOG].Unlock();
			return 0;
		}
	}
	return 0;
}

void CConnectDialog::OnOK()
{
	g_CriticalSection[T_DIALOG].Lock();
	PTHREADPRMS->pDialog=NULL;
	g_CriticalSection[T_DIALOG].Unlock();

	g_CriticalSection[T_PROGRESS_BAR].Lock();
	PTHREADPRMS->pProgress=NULL;
	g_CriticalSection[T_PROGRESS_BAR].Unlock();

	SendMessage(WM_ABORT_ACCEPT_CONNECTIONS);
	WaitForSingleObject(m_pThread->m_hThread,INFINITE);
	CDialog::OnOK();
}

void CConnectDialog::OnCancel()
{
	m_ctlProgressBar.SetPos(0);
	g_CriticalSection[T_DIALOG].Lock();
	PTHREADPRMS->pDialog=NULL; //Access violation writing location 0x00000010
	g_CriticalSection[T_DIALOG].Unlock();

	g_CriticalSection[T_PROGRESS_BAR].Lock();
	PTHREADPRMS->pProgress=NULL;
	g_CriticalSection[T_PROGRESS_BAR].Unlock();

	::SendMessage(AfxGetMainWnd()->m_hWnd,WM_ABORT_ACCEPT_CONNECTIONS,0,0);
	WaitForSingleObject(m_pThread->m_hThread,INFINITE);
	CDialog::OnCancel();
}
BOOL isProcess()
{
	g_CriticalSection[T_PROGRESS_BAR].Lock();
	if (PTHREADPRMS->pProgress!=NULL)
	{
		g_CriticalSection[T_PROGRESS_BAR].Unlock();
		return TRUE;
	}
	
	return FALSE;
}
BOOL isDialog()
{
	g_CriticalSection[T_DIALOG].Lock();
	if (PTHREADPRMS->pDialog!=NULL)
	{
		g_CriticalSection[T_DIALOG].Unlock();
		return TRUE;
	}
	return FALSE;
}

I do not understand the variable it is created on a stack it occurs at location 0x00000010. So I have no clue whats happenning, tried to secure the variable with critical section but I seems the problem is something deifferent.

I don't see where you're calling "new" before accessing the PTHREADPRMS.
If you look at this in debug mode, is PTHREADPRMS NULL before the line that crashes?