1. header file
#define WM_MYMSG WM_USER + 1 // WM_USER ~ 0x7fff i.e. in the range of 0x0400 ~ 0x7fff
afx_msg LRESULT OnMyMsg(WPARAM wParam, LPARAM lParam);
2. cpp file
BEGIN_MESSAGE_MAP(CMyWnd, CMyParentWndClass)
ON_MESSAGE(WM_MYMSG, OnMyMsg)
END_MESSAGE_MAP()
afx_msg LRESULT CMyWnd::OnMyMsg(WPARAM wParam, LPARAM lParam)
{
....
}
3. use elsewhere
CMyWnd* pWnd = ...;
pWnd->SendMessage(WM_MYMSG);