My CGameStateLogo which inherit from CGameState:

CGameStateLogo.h

#pragma once
#include "GameState.h"

class CGameMain;
class CGameState;
class CGameStateLogo: public CGameState
{
public:
    void MessageEnter ();
    void MessageUpdate( int iKey );
    void MessagePaint( HDC* pDC );

public:
    CGameStateLogo(CGameMain* pGameMain);
    CGameStateLogo(void);
    ~CGameStateLogo(void);
};

CGameState.h

#pragma once
#include "GameMain.h"
#include "MyBitmap.h"

class CGameMain;
class CMyBitmap;

class CGameState
{
public:
    CMyBitmap* pbmCurrent;
    CGameMain* pGM;

    int GameStateID;

    virtual void MessageEnter () = 0;
    virtual void MessageUpdate( int iKey ) = 0;
    virtual void MessagePaint( HDC* pDC ) = 0;

    void StateHandler ( int msg, HDC* pDC, int key ); 

public:
    CGameState(void);
    ~CGameState(void);
};

Thanks for reading this :)