The thread to which the message is posted retrieves the message by calling the GetMessage or PeekMessage function. The hwnd member of the returned MSG structure is NULL.
Messages sent by PostThreadMessage are not associated with a window.
As a general rule, messages that are not associated with a window cannot be dispatched by the DispatchMessage function. Therefore, if the recipient thread is in a modal loop (as used by MessageBox or DialogBox), the messages will be lost.
