Override this member function to look for particular messages from Windows and respond to them in your socket.
This is an advanced overridable.
The framework calls OnMessagePending while the socket is pumping Windows messages to give you an opportunity to deal with messages of interest to your application. For examples of how you might use OnMessagePending, see the article Windows Sockets: Deriving from Socket Classes.
For more information, see Windows Sockets: Using Sockets with Archives.