A thread that calls the SendMessage function to send a message to another thread cannot continue executing until the window procedure that receives the message returns. If the receiving thread yields control while processing the message, the sending thread cannot continue executing, because it is waiting for SendMessage to return. If the receiving thread then sends a message to the calling thread while it is blocked, it can cause a deadlock to occur.
Note that the receiving thread need not yield control explicitly; calling any of the following functions can cause a thread to yield control implicitly.
DialogBox
DialogBoxIndirect
DialogBoxIndirectParam
DialogBoxParam
GetMessage
MessageBox
PeekMessage
To avoid potential deadlocks, consider using the SendNotifyMessage or SendMessageTimeout functions. Otherwise, a window procedure can determine whether a message it has received was sent by another thread by calling the InSendMessage function. Before calling any of the functions in the preceding list while processing a message, the window procedure should first call InSendMessage. If this function returns TRUE, the window procedure must call the ReplyMessage function before any function that causes the thread to yield control.