Wmessages handler without mfc

What is the equivalent of the construct
ON_MESSAGE(WM_winmessage, EventHandler)

in win32 C++? I mean without using mfcs

A winproc and a big switch statement.

Here some links:
http://zetcode.com/tutorials/winapi/
http://www.toymaker.info/Games/html/wndproc.html

Perfect, exactly what I needed. Thank you both.

Just another doubt: I have to create a wrapper class for a specific protocol, the purpose of this class is to be useful and easy to use for other people to integrate in their C++ projects.

Is it better to design this class using mfcs or not? Not-mfc classes may be incorporate into mfc projects right?

I was thinking at the "windows.h" thing.. Mfc have some problem with it and always give errors like "windows.h should not be included with mfcs", but if I do not use it what's the solution?

In an MFC application you should not include windows.h, because it's included from <afx.h>.

Oh the other hand, non-MFC classes can of course be used in MFC applications, but MFC classes cannot be used in non-MFC applications.