Understanding the message loop and entire message sending structure of windows programs is essential in order to write anything but the most trivial programs. Now that we've tried out message handling a little, we should look a little deeper into the whole process, as things can get very confusing later on if you don't understand why things happen the way they do.

What is a Message?

A message is an integer value. If you look up in your Win32 definition files (which is good and common practice when investigating the workings of API's), e.g. the WINUSER.DEF file, you can find things like:

CONST
    WM_INITDIALOG          =   0110H;
    WM_COMMAND             =   0111H;

    WM_LBUTTONDOWN         =   0201H;

...and so on. Messages are used to communicate pretty much everything in windows at least on basic levels. If you want a window or control (which is just a specialized window) to do something you send it a message. If another window wants you to do something it sends you a message. If an event happens such as the user typing on the keyboard, moving the mouse, clicking a button, then messages are sent by the system to the windows affected. If you are one of those windows, you handle the message and act accordingly.

Each windows message may have up to two parameters, wParam and lParam. Originally wParam was 16 bit and lParam was 32 bit, but in Win32 they are both 32 bit. Not every message uses these parameters, and each message uses them differently. For example the WM_CLOSE message doesn't use either, and you should ignore them both. The WM_COMMAND message uses both, wParam contains two values, HIWORD(wParam) is the notification message (if applicable) and LOWORD(wParam) is the control or menu id that sent the message. lParam is the HWND (window handle) to the control which sent the message or 0 if the messages isn't from a control.

HIWORD() and LOWORD() are macros defined by windows (WINUSER.DEF) that single out the two high bytes (High Word) of a 32 bit value (FFFF0000H) and the low word (0000FFFFH) respectively. In Win32 a WORD is a 16bit value, making DWORD (or Double Word) a 32bit value.

To send a message you can use PostMessage() or SendMessage(). PostMessage() puts the message into the Message Queue and returns immediatly. That means once the call to PostMessage() is done the message may or may not have been processed yet. SendMessage() sends the message directly to the window and does not return untill the window has finished processing it. If we wanted to close a window we could send it a WM_CLOSE message like this PostMessage(hwnd, WM_CLOSE, 0, 0); which would have the same effect as clicking on the [x] button on the top of the window. Notice that wParam and lParam are both 0. This is because, as mentioned, they aren't used for WM_CLOSE.

Dialogs

Once you begin to use dialog boxes, you will need to send messages to the controls in order to communicate with them. You can do this either by using GetDlgItem() first to get the handle to the control using the ID and then use SendMessage(), OR you can use SendDlgItemMessage() which combines the steps. You give it a window handle and a child ID and it will get the child handle, and then send it the message. SendDlgItemMessage() and similar APIs like GetDlgItemText() will work on all windows, not just dialog boxes.

What is the Message Queue

Lets say you were busy handling the WM_PAINT message and suddenly the user types a bunch of stuff on the keyboard. What should happen? Should you be interrupted in your drawing to handle the keys or should the keys just be discarded? Wrong! Obviously neither of these options is reasonable, so we have the message queue, when messages are posted they are added to the message queue and when you handle them they are removed. This ensure that you aren't going to miss messages, if you are handling one, the others will be queued up untill you get to them.

What is a Message Loop

    WHILE GetMessage( Msg, NIL, 0, 0) DO
       FUNC TranslateMessage(Msg);
       FUNC DispatchMessage(Msg);
    END;

The message loop calls GetMessage(), which looks in your message queue. If the message queue is empty your program waits for one.
When an event occurs causing a message to be added to the queue (for example the system registers a mouse click) GetMessages() returns TRUE indicating there is a message to be processed, and that it has filled in the members of the MSG structure we passed it. It returns FALSE if it hits WM_QUIT, and a negative value if an error occured.
We take the message (in the Msg variable) and pass it to TranslateMessage(), this does a bit of additional processing, translating virtual key messages into character messages. This step may seem optional, but certain things won't work if it's not there.
Once that's done we pass the message to DispatchMessage(). What DispatchMessage() does is take the message, checks which window it is for and then looks up the Window Procedure for the window. It then calls that procedure, sending as parameters the handle of the window, the message, and wParam and lParam.
In your window procedure you check the message and it's parameters, and do whatever you want with them! If you aren't handling the specific message, you almost always call DefWindowProc() which will perform the default actions for you (which often means it does nothing).
Once you have finished processing the message, your windows procedure returns, DispatchMessage() returns, and we go back to the beginning of the loop.

This is a very important concept for windows programs. Your window procedure is not magically called by the system, in effect you call it yourself indirectly by calling DispatchMessage().

As you can see, your application spends the majority of it's time spinning round and round in this message loop, where you joyfully send out messages to the happy windows that will process them. But what do you do when you want your program to exit? Since we're using a WHILE loop, if GetMessage() were to return FALSE, the loop would end and we would reach the end of our program. This is exactly what PostQuitMessage() accomplishes. It places a WM_QUIT message into the queue, and instead of returning a positive value, GetMessage() fills in the Msg structure and returns FALSE, thus terminating the program.

Note that we never call our WndProc procedure directly. If we want our application window to process a specific command, or perform an action, we instruct our window to do so by sending it a message, using SendMessage().

I hope you now have a better understanding of the windows message loop, if not, do not fear, things will make more sense once you have been using them for a while.