C++ Message Loop in a DLL

Hi Guys,

Please excuse my ignorance again..

I'm developing a custom control for one of my collegues which consists of a basic DirectX scene. The DirectX part is written in native C++ and compiled as a DLL, I'm also producing a Visual Basic wrapper so that my collegues can use the control within their .NET application. The constructor passes the 'handle' of a custom 'control' to the C++ code which uses it to draw the DirectX stuff. I'd like to have a message loop in the DLL so that I can respond to mouse clicks and drags without having to rely on the Visual Basic wrapper to deal with them.

I've tried to make this sound as simple as possible but I'm having trouble understanding it myself.

Many thanks in advance,

Stefan :)