When the debugger is stopped on a line of source code with a call to the SendMessage or DispatchMessage function, you can use the Step Into command to step into the WndProc called by the function. To avoid stepping into the WndProc, Use the Step Over command instead.
Although SendMessage or DispatchMessage are the most common applications of this feature, you can also step into the following WndProc functions:
Note Because function pointers and member functions are bound at run time, the binding can change before a function call occurs. As a result, it is not always possible to step into a function pointer or member function.