How do I use SleepEx - more specifically how can I notify it?

I'll try here as well...

I know how to use the Sleep function.
The SleepEx apparently has the advantage that it can be notified before the whole time elapsed. Just how?
I didn't understand what was said in the API-Guide about the I/O completion callback function or the asynchronous procedure call (APC).

thx,

Helger