Why do you want to hide the taskbar? Hiding the taskbar is flat out wrong and rude. Why? Because you don't own it. The taskbar is managed by the system and owned the user; if the user wanted it hidden, he would have hidden it himself.
Just like you don't go 'hiding' cars you don't own, you shouldn't go hiding windows you don't own.
If nothing else, if your app crashes, the user is screwed and will most likely be forced to log off, and then back on to recover their taskbar.
If you need a full-screen app, then write a full-screen app using the available functionality & APIs. If you are on VS2010 and later consider using CFullScreenImpl which is documented at http://msdn.microsoft.com/en-us/library/cc308980.aspx.
Or check this out, right here on StackOverflow: How to create full screen window with MFC?.
A quick Google search also revealed this CodeProject link: http://www.codeproject.com/Articles/9632/Views-in-Full-Screen-Mode