Win32 programming: random messages on the screen

I've always wondered how typical keygen programs, when run, doesn't create a window on screen. Or rather, technically, it's still a window, but there are no title bars, no _ □ X buttons, no borders, and even the background is transparent. Well, after viewing some basic Win32 tutorials and meddling with windows style I managed to satisfy my curiosity:

	#include "stdafx.h"
	#include "win32_gui_test.h"
	#define MAX_LOADSTRING 100
	// Global Variables:
	HINSTANCE hInst; // current instance
	TCHAR szTitle[MAX_LOADSTRING]; // The title bar text
	TCHAR szWindowClass[MAX_LOADSTRING]; // the main window class name
	// Forward declarations of functions included in this code module:
	ATOM MyRegisterClass(HINSTANCE hInstance);
	BOOL InitInstance(HINSTANCE, int);
	LRESULT CALLBACK WndProc(HWND, UINT, WPARAM, LPARAM);
	INT_PTR CALLBACK About(HWND, UINT, WPARAM, LPARAM);
	int APIENTRY _tWinMain(HINSTANCE hInstance,
	HINSTANCE hPrevInstance,
	LPTSTR lpCmdLine,
	int nCmdShow)
	{
	UNREFERENCED_PARAMETER(hPrevInstance);
	UNREFERENCED_PARAMETER(lpCmdLine);
	// TODO: Place code here.
	MSG msg;
	HACCEL hAccelTable;
	// Initialize global strings
	//LoadString(hInstance, IDS_APP_TITLE, szTitle, MAX_LOADSTRING);
	LoadString(hInstance, 0, szTitle, MAX_LOADSTRING);
	LoadString(hInstance, IDC_WIN32_GUI_TEST, szWindowClass, MAX_LOADSTRING);
	MyRegisterClass(hInstance);
	// Perform application initialization:
	if (!InitInstance (hInstance, nCmdShow))
	{
	return FALSE;
	}
	hAccelTable = LoadAccelerators(hInstance, MAKEINTRESOURCE(IDC_WIN32_GUI_TEST));
	// Main message loop:
	while (GetMessage(&msg, NULL, 0, 0))
	{
	if (!TranslateAccelerator(msg.hwnd, hAccelTable, &msg))
	{
	TranslateMessage(&msg);
	DispatchMessage(&msg);
	}
	}
	return (int) msg.wParam;
	}
	//
	// FUNCTION: MyRegisterClass()
	//
	// PURPOSE: Registers the window class.
	//
	// COMMENTS:
	//
	// This function and its usage are only necessary if you want this code
	// to be compatible with Win32 systems prior to the 'RegisterClassEx'
	// function that was added to Windows 95. It is important to call this function
	// so that the application will get 'well formed' small icons associated
	// with it.
	//
	ATOM MyRegisterClass(HINSTANCE hInstance)
	{
	WNDCLASSEX wcex;
	wcex.cbSize = sizeof(WNDCLASSEX);
	wcex.style = CS_HREDRAW | CS_VREDRAW ;
	wcex.lpfnWndProc = WndProc;
	wcex.cbClsExtra = 0;
	wcex.cbWndExtra = 0;
	wcex.hInstance = hInstance;
	wcex.hIcon = LoadIcon(hInstance, MAKEINTRESOURCE(IDI_WIN32_GUI_TEST));
	wcex.hCursor = LoadCursor(NULL, IDC_ARROW);
	wcex.hbrBackground = (HBRUSH)0;//(HBRUSH)(COLOR_WINDOW+1);
	wcex.lpszMenuName = 0;//MAKEINTRESOURCE(IDC_ARK2_GUI);
	wcex.lpszClassName = szWindowClass;
	wcex.hIconSm = 0;//LoadIcon(wcex.hInstance, MAKEINTRESOURCE(IDI_SMALL));
	return RegisterClassEx(&wcex);
	}
	//
	// FUNCTION: InitInstance(HINSTANCE, int)
	//
	// PURPOSE: Saves instance handle and creates main window
	//
	// COMMENTS:
	//
	// In this function, we save the instance handle in a global variable and
	// create and display the main program window.
	//
	BOOL InitInstance(HINSTANCE hInstance, int nCmdShow)
	{
	HWND hWnd;
	hInst = hInstance; // Store instance handle in our global variable
	hWnd = CreateWindow(szWindowClass, 0, 0,
	CW_USEDEFAULT, 0, CW_USEDEFAULT, 0, NULL, NULL, hInstance, NULL);
	SetWindowLong(hWnd, GWL_STYLE, ~WS_CAPTION & ~WS_VSCROLL & ~WS_HSCROLL & ~WS_THICKFRAME);
	if (!hWnd)
	{
	return FALSE;
	}
	ShowWindow(hWnd, nCmdShow);
	UpdateWindow(hWnd);
	return TRUE;
	}
	//
	// FUNCTION: WndProc(HWND, UINT, WPARAM, LPARAM)
	//
	// PURPOSE: Processes messages for the main window.
	//
	// WM_COMMAND - process the application menu
	// WM_PAINT - Paint the main window
	// WM_DESTROY - post a quit message and return
	//
	//
	LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
	{
	int wmId, wmEvent;
	PAINTSTRUCT ps;
	HDC hdc;
	HFONT font;
	RECT rect;
	switch (message)
	{
	case WM_COMMAND:
	wmId = LOWORD(wParam);
	wmEvent = HIWORD(wParam);
	// Parse the menu selections:
	switch (wmId)
	{
	case IDM_ABOUT:
	DialogBox(hInst, MAKEINTRESOURCE(IDD_ABOUTBOX), hWnd, About);
	break;
	case IDM_EXIT:
	DestroyWindow(hWnd);
	break;
	default:
	return DefWindowProc(hWnd, message, wParam, lParam);
	}
	break;
	case WM_MOVE:
	GetClientRect(hWnd, &rect);
	InvalidateRect(hWnd,&rect, true);
	break;
	case WM_PAINT:
	hdc = BeginPaint(hWnd, &ps);
	SetBkMode(hdc, TRANSPARENT);
	GetClientRect(hWnd, &rect);
	//DrawText(hdc, TEXT("Hello, win32!"),-1,&rect,DT_SINGLELINE | DT_CENTER | DT_VCENTER);
	SetTextColor(hdc, RGB(255,0,0));
	font = CreateFont(46*2, 28*2, 215, 0,
	FW_NORMAL, FALSE, FALSE, FALSE,
	ANSI_CHARSET, OUT_DEFAULT_PRECIS,
	CLIP_DEFAULT_PRECIS, DEFAULT_QUALITY,
	DEFAULT_PITCH | FF_ROMAN,
	L"Times New Roman");
	SelectObject(hdc, font);
	TextOut(hdc, 50, 400, L"HELLO WIN32", 12);
	EndPaint(hWnd, &ps);
	break;
	case WM_DESTROY:
	PostQuitMessage(0);
	break;
	default:
	return DefWindowProc(hWnd, message, wParam, lParam);
	}
	return 0;
	}
	// Message handler for about box.
	INT_PTR CALLBACK About(HWND hDlg, UINT message, WPARAM wParam, LPARAM lParam)
	{
	UNREFERENCED_PARAMETER(lParam);
	switch (message)
	{
	case WM_INITDIALOG:
	return (INT_PTR)TRUE;
	case WM_COMMAND:
	if (LOWORD(wParam) == IDOK || LOWORD(wParam) == IDCANCEL)
	{
	EndDialog(hDlg, LOWORD(wParam));
	return (INT_PTR)TRUE;
	}
	break;
	}
	return (INT_PTR)FALSE;
	}

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Next step, to make it drag-able!