// declare memory dc

CDC MemDC;
CBitmap MemBitmap;

// create bitmap object so that there is some space for the memory dc to draw
MemDC.CreateCompatibleDC(pDC/*NULL*/);
MemBitmap.CreateCompatibleBitmap(pDC,nWidth,nHeight);
CBitmap *pOldBit=MemDC.SelectObject(&MemBitmap);

// erase the background of the bitmap object,

// if so, you don’t need to re-define the OnEraseBkg(), I think
MemDC.FillSolidRect(0,0,nWidth,nHeight,RGB(255,255,255));

// drawing

…

// copy data from memory to screen
pDC->BitBlt(0,0,nWidth,nHeight,&MemDC,0,0,SRCCOPY);

// delete memory dc
MemBitmap.DeleteObject();
MemDC.DeleteDC();