An Introduction to Windows Programming - Introduction to 3D Game Programming with DirectX 9.0 - page 372

If we made it this far in InitWindowsApp , then the initialization is
complete; we return true to indicate everything went successfully.
The Message Loop
Having successfully completed initialization, we can begin the heart of
the program, the message loop. In Hello World, we have wrapped the
message loop in a function called Run .
int Run()
{
MSG msg;
::ZeroMemory(&msg, sizeof(MSG));
while(::GetMessage(&msg, 0, 0, 0) )
{
::TranslateMessage(&msg);
::DispatchMessage(&msg);
}
return msg.wParam;
}
The first thing done in Run is an instantiation of a variable called msg of
type MSG , which is the message structure that represents a Windows
message. Its definition is as follows:
typedef struct tagMSG {
HWND hwnd;
UINT message;
WPARAM wParam;
LPARAM lParam;
DWORD time;
POINT pt;
} MSG;
hwnd —Identifies the window the message is for
message —A predefined constant value identifying the message
(e.g., WM_QUIT )
wParam —Extra information about the message. This is dependent
upon the specific message.
lParam —Extra information about the message. This is dependent
upon the specific message.
time —The time the message was posted
pt —The (x, y) coordinates of the mouse cursor in screen coordi-
nates when the message was posted
Next we enter the message loop. GetMessage will always return true
unless a WM_QUIT message is posted; therefore, the loop continues
until a WM_QUIT message is received. The GetMessage function