Events systems

Hey, you all know of the windows events and the message loops etc.
Is there any where that provides good tutorials or advice with great detail about how to create my own events, and setup my own little procedure loops?
(Preferably somewhere where all the information is on one page, and a little more understandable than MSDN)
Your question is a bit ambiguous.

Do you want to make a Custom Control?
You can register a new borderless window class and use it as a child window.

Do you want to create your own messages for a specific window?
Just look at the last enumeration in a window message (WM_APP) and build your own enums from that one.

You create a bordered window, and create a borderless window as its child.

I don't know if this is enough, but if MFC wasn't there, I could have linked you a lot more.
I would try
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