You might wonder if it is worth the effort of making a general base class and deriving from it. However, you can put other stuff in this class later on, and all your dialogs will get the new stuff for free. This is a general principle that should be adhered to. When deriving a class from an MFC class, you should always create a middle class like this one. Everything that is general goes in the base class, everything that is application specific goes in the derived one.
All functionality is there to be used in a new application.
Microsoft has warned us often enough. It might happen to you to, once your application is starting to get known all over the world. The spirit of MFC is making things go automatically. All kinds of terrible macros are invented to make the framework usable by wizards and all kinds of resources are loaded without you knowing it. As an example, tool tips for toolbars ae automatically loaded.