If you want WindowProc to be handled by a class, you do something like
class CWindow
{
static LRESULT WindowProc(HWND hwnd,UINT uMsg,WPARAM wParam,LPARAM lParam)
{
CWindow* self;
if(uMsg == WM_CREATE)
{
self = (CWindow*)((LPCREATESTRUCT)lParam)->lplpCreateParams;
}
else
self = GetWindowLong(hwnd,GWL_USERDATA);
if(self){
switch(uMsg){
case WM_CREATE:
return self->OnCreate(hwnd,(LPCREATESTRUCT)lParam);
case WM_CLOSE:
self->OnClose();
return 0;
// etc.
}
}
return DefWindowProc(hwnd,uMsg,wParam,lParam);
}
int OnCreate(HWND hwnd,LPCREATESTRUCT lpcs)
{
m_hwnd = hwnd;
SetWindowLong(m_hwnd,GWL_USERDATA,this);
return 0;
}
}
Making sure of course to pass 'this' as the last parameter to CreateWindow(Ex).
Next, In your message loop, you MUST check for WM_QUIT messages and use that as a cue to exit the loop. Also, NEVER do a filter on hwnd as that will prevent your application loop from dispatching messages for other windows on your thread. And many windows libraries create message windows on threads to facilitate inter process (and thread) comms. If you dont process all windows messages then (a) your game will eventually run out of memory, and (b) the entire system may start to act funny as your application will make IPC messages deadlock, or time out.
Also, WM_CLOSE is (usually) sent via SendMessage, not PostMessage. Sent messages are delivered straight to the window proc and can't be filtered in the app loop.