I'm trying to implement dll injection technique from PMA book.

It works for third-party applications, such as notepad++.exe, chrome.exe, FoxitReader.exe, etc. But don't work for windows applications, such as notepad.exe, explorer.exe, etc.

With third-party app "CreateRemoteThread" returns threadId, with windows app returns 0.

Can you help me to understand what happens?

Let me just quote MSDN:

Quote

If the function fails, the return value is NULL. To get extended error information, call GetLastError.

So, what is the error code? 

Most likely causes: mixing 32 and 64bit processes, protected processes, and/or overly aggressive antivirus.

Error -  ERROR_INVALID_HANDLE (0x6)

 

You're right, the cause was mixing 32/64bit processes.