Usually, you do what you want to do with the event in your implementation and then you call the implementation of the parent class. This codeguru post shows a nice example in step 2 of the tutorial. But this depends on what exactly you want to do with the OnLButtonDown event, so it might be the other way around in your case.
I assume the inheritance in your example is as follows:
class CMyCla : public CWnd
{
}
class CMyTreeCla : public CTreeCtrl
{
......
}
So indeed, as you do, you do your thing in either OnLButtonDown and then call the parent implementation:
void CMyCla::OnLButtonDown(UINT nFlags, CPoint point)
{
// Your stuff here
// blah
// end your stuff
CWnd::OnLButtonDown(nFlags, point);
}
void CMyTreeCla::OnLButtonDown(UINT nFlags, CPoint point)
{
// Your stuff here
// blah
// end your stuff
CTreeCtrl::OnLButtonDown(nFlags, point);
}