title: Why do some windows not receive Windows messages
body: <p>Using Spy++ tool on Visual Studio I can see that windows like the Desktop or Explorer(The File Explorer thing) receive WM_ messages, but windows like Firefox or Visual Studio do not receive messages.</p>
  
  <p>Why do some receive messages and others don't.</p>
  
  <p>(By WM_ messages, I mean things like, <code>WM_MOUSELEAVE</code> or <code>WM_SETCURSOR</code>)</p>