The BN_KILLFOCUS notification message is sent when a button loses the keyboard focus. The button must have the BS_NOTIFY style to send this notification message. The parent window of the button receives this notification message through the WM_COMMAND message.
BN_KILLFOCUS 
 
  Windows NT: Requires version 3.51 or later.
  Windows: Requires Windows 95 or later.
  Windows CE: Requires version 1.0 or later.
  Header: Declared in winuser.h.
Buttons Overview, Button Messages, BN_SETFOCUS, WM_COMMAND