Need help starting a Windows program

I'm not a new programmer (I'd categorize myself as low-to-mid intermediate) but my focus has been mostly on games. I've created a few simple Windows programs but these were done more or less from scratch via my own code (from tutorials) rather than simply starting a project in Visual Studio 2010 where it creates your first form for you and allows you to drag and drop your controls.

That is where my trouble lies...I'm trying to create a Windows application via the "let Visual Studio build the basics for me" route but I am having problems merging that with where I can do some of my own code. I just need to know where I can insert my own classes so I can use them in the window/form (WndProc, etc.).

It is incredibly frustrating to be hung up on something as basic as this and Microsoft's website hasn't helped with this simple issue LOL.
place your class in the same scope as WndProc, etc.?
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Well, your *.h files describe your classes, the question is which scope should they be created in? Don't forget Windows is a message driven system, so you have the option of instantiating a class within a message handler, or giving it global scope and duration. If scoped locally, it will of course be destroyed when the message handler finishes. I think these are the first kinds of questions you have to ask.
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