We can use the MsgWaitForMultipleObjects function (or its superset MsgWaitForMultipleObjectsEx) to carry out a non-polling "sleep while processing messages".

#define MSGF_SLEEPMSG 0x5300

BOOL SleepMsg(DWORD dwTimeout)
{
 DWORD dwStart = GetTickCount();
 DWORD dwElapsed;
 while ((dwElapsed = GetTickCount() - dwStart) < dwTimeout) {
  DWORD dwStatus = MsgWaitForMultipleObjectsEx(0, NULL,
                    dwTimeout - dwElapsed, QS_ALLINPUT,
                    MWFMO_WAITANY | MWMO_INPUTAVAILABLE);
  if (dwStatus == WAIT_OBJECT_0) {
   MSG msg;
   while (PeekMessage(&msg, NULL, 0, 0, PM_REMOVE)) {
    if (msg.message == WM_QUIT) {
     PostQuitMessage((int)msg.wParam);
     return FALSE; // abandoned due to WM_QUIT
    }
    if (!CallMsgFilter(&msg, MSGF_SLEEPMSG)) {
     TranslateMessage(&msg);
     DispatchMessage(&msg);
    }
   }
  }
 }
 return TRUE; // timed out
}

This function pumps messages for up to dwTimeout milliseconds. The kernel of the idea is merely to use the MsgWaitForMultipleObjects/Ex function as a surrogate for WaitMessageTimeout, pumping messages until the cumulative timeout has been reached. There are a lot of small details to pay heed to, however. I've linked them to earlier postings that discuss the specific issues, if you need a refresher. The CallMsgFilter you might find gratuitous, but you'll change your mind when you realize that users might press a keyboard accelerator while you're sleeping, and you presumably want it to go through somebody's TranslateAccelerator. The message filter lets you hook into the modal loop and do your accelerator translation.

Extending this function to "wait on a set of handles up to a specified amount of time, while pumping messages" is left as an exercise. (You can do it without changing very many lines of code.)

[Call the right function. -2pm]