If you have this sequence in your app the text in the usage dialog indicates that you must type "my app name" in the terminal window (if invoked with --help or via the menu): this is not the intention
bool App::OnInit() {
SetAppName("my app name"); wxApp::OnInit();
}
void App::OnHelpUsage() {
wxCmdLineParser parser; wxTheApp->OnInitCmdLine(parser); parser.Usage();
}