iam not sure that is wrong with your program, but i allways use the opposite approach:
I create a win32 app, strip that down and add console window.
The stripped all containing winapp version (also removes all afx-junk files):
// Modify the following defines if you have to target a platform prior to the ones specified below.
// Refer to MSDN for the latest info on corresponding values for different platforms.
#ifndef WINVER                // Allow use of features specific to Windows XP or later.
#define WINVER 0x0501        // Change this to the appropriate value to target other versions of Windows.
#endif
#ifndef _WIN32_WINNT        // Allow use of features specific to Windows XP or later.                  
#define _WIN32_WINNT 0x0501    // Change this to the appropriate value to target other versions of Windows.
#endif                       
#ifndef _WIN32_WINDOWS        // Allow use of features specific to Windows 98 or later.
#define _WIN32_WINDOWS 0x0410 // Change this to the appropriate value to target Windows Me or later.
#endif
#define WIN32_LEAN_AND_MEAN        // Exclude rarely-used stuff from Windows headers
// MinWInApp.cpp : Defines the entry point for the application.
//
#include <windows.h>
// C RunTime Header Files
#include <stdlib.h>
#include <malloc.h>
#include <memory.h>
#include <tchar.h>
#include <strsafe.h>
#define MAX_LOADSTRING 100
#define SZ_TITLE "MinWinApp"
#define SZ_WND_CLASS "MINWINAPP"
// Global Variables:
HINSTANCE g_hInst;                // current instance
HWND g_hWnd;
HWND g_hwndNextViewer;
TCHAR* szWndClass = TEXT(SZ_WND_CLASS);
LRESULT CALLBACK  WndProc(HWND, UINT, WPARAM, LPARAM);
int APIENTRY _tWinMain(HINSTANCE hInstance,
                       HINSTANCE hPrevInstance,
                       LPTSTR    lpCmdLine,
                       int       nCmdShow)
{
  UNREFERENCED_PARAMETER(hPrevInstance);
  UNREFERENCED_PARAMETER(lpCmdLine);
  // TODO: Place code here.
  MSG msg;
  WNDCLASSEX wcex;
  wcex.cbSize = sizeof(WNDCLASSEX);
  wcex.style      = CS_HREDRAW | CS_VREDRAW;
  wcex.lpfnWndProc  = WndProc;
  wcex.cbClsExtra    = 0;
  wcex.cbWndExtra    = 0;
  wcex.hInstance    = hInstance;
  wcex.hIcon      = NULL;
  wcex.hCursor    = LoadCursor(NULL, IDC_ARROW);
  wcex.hbrBackground  = (HBRUSH)(COLOR_BTNFACE+1);
  wcex.lpszMenuName  = NULL;
  wcex.lpszClassName  = szWndClass;
  wcex.hIconSm    =  NULL;
  RegisterClassEx(&wcex);
  g_hInst = hInstance; // Store instance handle in our global variable
  g_hWnd = CreateWindow(szWndClass, TEXT(SZ_TITLE), WS_OVERLAPPEDWINDOW,
    CW_USEDEFAULT, 0, CW_USEDEFAULT, 0, NULL, NULL, hInstance, NULL);
  if (!g_hWnd)
  {
    return FALSE;
  }
  ShowWindow(g_hWnd, SW_SHOW);
  // Main message loop:
  while (GetMessage(&msg, NULL, 0, 0))
  {
    TranslateMessage(&msg);
    DispatchMessage(&msg);
  }
  return (int) msg.wParam;
}
LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
{
  int wmId, wmEvent;
  switch (message)
  {
  case WM_CREATE:
    break;
  case WM_COMMAND:
    wmId    = LOWORD(wParam);
    wmEvent = HIWORD(wParam);
    // Parse the menu selections:
    switch (wmId)
    {
    case 0:
    default:
      return DefWindowProc(hWnd, message, wParam, lParam);
    }
    break;
  case WM_DESTROY:
    PostQuitMessage(0);
    break;
  default:
    return DefWindowProc(hWnd, message, wParam, lParam);
  }
  return 0;
} 
here the code to add console window can be found:
http://justcheckingonall.wordpress.com/2008/08/29/console-window-win32-app/