Defining a custom *constructor* (not initializer!)

[Mehrdad]

Since I kinda failed at explaining it, here's a better link, MSDN 
itself:
http://msdn.microsoft.com/en-us/library/windows/desktop/ms644950.aspx

Note what it says happens when you call SendMessage():

"If the specified window was created by the calling thread, the 
window procedure is called immediately as a subroutine. If the 
specified window was created by a different thread, the system 
switches to that thread and calls the appropriate window 
procedure. Messages sent between threads are processed only when 
the receiving thread executes message retrieval code. The sending 
thread is blocked until the receiving thread processes the 
message."

So, in other words, the thread of RegisterClass() doesn't have 
much to do with anything so far as the window procedure is 
concerned -- the window procedure is always executed in the same 
thread that created the window. (We're not using SendMessage() 
here, but the rule regarding who can call the window procedure is 
the same.)