BOOL PeekMessage(LPMSG lpMsg,
                 HWND hWnd,
                 UINT wMsgFilterMin,
                 UINT wMsgFilterMax,
                 UINT wRemoveMsg);

// Enter the infinite message loop
while(TRUE)
{
    // Check to see if any messages are waiting in the queue
    if (PeekMessage(&msg, NULL, 0, 0, PM_REMOVE))
    {
        // If the message is WM_QUIT, exit the while loop
        if (msg.message == WM_QUIT)
            break;

        // Translate the message and dispatch it to WindowProc()
        TranslateMessage(&msg);
        DispatchMessage(&msg);
    }

    // Run game code here
    // ...
    // ...
}

// include the basic windows header file
#include <windows.h>
#include <windowsx.h>

// the WindowProc function prototype
LRESULT CALLBACK WindowProc(HWND hWnd,
                         UINT message,
                         WPARAM wParam,
                         LPARAM lParam);

// the entry point for any Windows program
int WINAPI WinMain(HINSTANCE hInstance,
                   HINSTANCE hPrevInstance,
                   LPSTR lpCmdLine,
                   int nCmdShow)
{
    // the handle for the window, filled by a function
    HWND hWnd;
    // this struct holds information for the window class
    WNDCLASSEX wc;

    // clear out the window class for use
    ZeroMemory(&wc, sizeof(WNDCLASSEX));

    // fill in the struct with the needed information
    wc.cbSize = sizeof(WNDCLASSEX);
    wc.style = CS_HREDRAW | CS_VREDRAW;
    wc.lpfnWndProc = (WNDPROC)WindowProc;
    wc.hInstance = hInstance;
    wc.hCursor = LoadCursor(NULL, IDC_ARROW);
    wc.hbrBackground = (HBRUSH)COLOR_WINDOW;
    wc.lpszClassName = L"WindowClass1";

    // register the window class
    RegisterClassEx(&wc);

    // create the window and use the result as the handle
    hWnd = CreateWindowEx(NULL,
                          L"WindowClass1",    // name of the window class
                          L"Our First Windowed Program",    // title of the window
                          WS_OVERLAPPEDWINDOW,    // window style
                          300,    // x-position of the window
                          300,    // y-position of the window
                          500,    // width of the window
                          400,    // height of the window
                          NULL,    // we have no parent window, NULL
                          NULL,    // we aren't using menus, NULL
                          hInstance,    // application handle
                          NULL);    // used with multiple windows, NULL

    // display the window on the screen
    ShowWindow(hWnd, nCmdShow);

    // enter the main loop:

    // this struct holds Windows event messages
    MSG msg;

    // Enter the infinite message loop
    while(TRUE)
    {
        // Check to see if any messages are waiting in the queue
        if (PeekMessage(&msg, NULL, 0, 0, PM_REMOVE))
        {
            // If the message is WM_QUIT, exit the while loop
            if (msg.message == WM_QUIT)
                break;

            // translate keystroke messages into the right format
            TranslateMessage(&msg);

            // send the message to the WindowProc function
            DispatchMessage(&msg);
        }

        // Run game code here
        // ...
        // ...
    }

    // return this part of the WM_QUIT message to Windows
    return msg.wParam;
}

// this is the main message handler for the program
LRESULT CALLBACK WindowProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
{
    // sort through and find what code to run for the message given
    switch(message)
    {
        // this message is read when the window is closed
        case WM_DESTROY:
            {
                // close the application entirely
                PostQuitMessage(0);
                return 0;
            } break;
    }

    // Handle any messages the switch statement didn't
    return DefWindowProc (hWnd, message, wParam, lParam);
}