Hey folks. 
Sorry this may sound silly.
I wanted to compile a win32 gui project using MS VS Compiler.
So i downloaded VS compiler, and in C::B created a new project with that compiler.
So when i completed the formalities of setting up the project, i got this code in main.cpp
#define WIN32_LEAN_AND_MEAN
#include <windows.h>
#include "resource.h"
HINSTANCE hInst;
BOOL CALLBACK DialogProc(HWND hwndDlg, UINT uMsg, WPARAM wParam, LPARAM lParam)
{
    switch(uMsg)
    {
        case WM_INITDIALOG:
            /*
             * TODO: Add code to initialize the dialog.
             */
            return TRUE;
        case WM_CLOSE:
            EndDialog(hwndDlg, 0);
            return TRUE;
        case WM_COMMAND:
            switch(LOWORD(wParam))
            {
                /*
                 * TODO: Add more control ID's, when needed.
                 */
                case IDC_BTN_QUIT:
                    EndDialog(hwndDlg, 0);
                    return TRUE;
                case IDC_BTN_TEST:
                    MessageBox(hwndDlg, "You clicked \"Test\" button!", "Information", MB_ICONINFORMATION);
                    return TRUE;
            }
    }
    return FALSE;
}
int APIENTRY WinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance, LPSTR lpCmdLine, int nShowCmd)
{
    hInst = hInstance;
    // The user interface is a modal dialog box
    return DialogBox(hInstance, MAKEINTRESOURCE(DLG_MAIN), NULL, (DLGPROC)DialogProc);
}
But that was different from what i was referring to.
Then i did the same in MS VS compiler and got what i was looking for.
// Sample.cpp : Defines the entry point for the application.
//
#include "stdafx.h"
#include "Sample.h"
#define MAX_LOADSTRING 100
// Global Variables:
HINSTANCE hInst;								// current instance
TCHAR szTitle[MAX_LOADSTRING];					// The title bar text
TCHAR szWindowClass[MAX_LOADSTRING];			// the main window class name
// Forward declarations of functions included in this code module:
ATOM				MyRegisterClass(HINSTANCE hInstance);
BOOL				InitInstance(HINSTANCE, int);
LRESULT CALLBACK	WndProc(HWND, UINT, WPARAM, LPARAM);
INT_PTR CALLBACK	About(HWND, UINT, WPARAM, LPARAM);
int APIENTRY _tWinMain(HINSTANCE hInstance,
                     HINSTANCE hPrevInstance,
                     LPTSTR    lpCmdLine,
                     int       nCmdShow)
{
	UNREFERENCED_PARAMETER(hPrevInstance);
	UNREFERENCED_PARAMETER(lpCmdLine);
 	// TODO: Place code here.
	MSG msg;
	HACCEL hAccelTable;
	// Initialize global strings
	LoadString(hInstance, IDS_APP_TITLE, szTitle, MAX_LOADSTRING);
	LoadString(hInstance, IDC_SAMPLE, szWindowClass, MAX_LOADSTRING);
	MyRegisterClass(hInstance);
	// Perform application initialization:
	if (!InitInstance (hInstance, nCmdShow))
	{
		return FALSE;
	}
	hAccelTable = LoadAccelerators(hInstance, MAKEINTRESOURCE(IDC_SAMPLE));
	// Main message loop:
	while (GetMessage(&msg, NULL, 0, 0))
	{
		if (!TranslateAccelerator(msg.hwnd, hAccelTable, &msg))
		{
			TranslateMessage(&msg);
			DispatchMessage(&msg);
		}
	}
	return (int) msg.wParam;
}
//
//  FUNCTION: MyRegisterClass()
//
//  PURPOSE: Registers the window class.
//
//  COMMENTS:
//
//    This function and its usage are only necessary if you want this code
//    to be compatible with Win32 systems prior to the 'RegisterClassEx'
//    function that was added to Windows 95. It is important to call this function
//    so that the application will get 'well formed' small icons associated
//    with it.
//
ATOM MyRegisterClass(HINSTANCE hInstance)
{
	WNDCLASSEX wcex;
	wcex.cbSize = sizeof(WNDCLASSEX);
	wcex.style			= CS_HREDRAW | CS_VREDRAW;
	wcex.lpfnWndProc	= WndProc;
	wcex.cbClsExtra		= 0;
	wcex.cbWndExtra		= 0;
	wcex.hInstance		= hInstance;
	wcex.hIcon			= LoadIcon(hInstance, MAKEINTRESOURCE(IDI_SAMPLE));
	wcex.hCursor		= LoadCursor(NULL, IDC_ARROW);
	wcex.hbrBackground	= (HBRUSH)(COLOR_WINDOW+1);
	wcex.lpszMenuName	= MAKEINTRESOURCE(IDC_SAMPLE);
	wcex.lpszClassName	= szWindowClass;
	wcex.hIconSm		= LoadIcon(wcex.hInstance, MAKEINTRESOURCE(IDI_SMALL));
	return RegisterClassEx(&wcex);
}
//
//   FUNCTION: InitInstance(HINSTANCE, int)
//
//   PURPOSE: Saves instance handle and creates main window
//
//   COMMENTS:
//
//        In this function, we save the instance handle in a global variable and
//        create and display the main program window.
//
BOOL InitInstance(HINSTANCE hInstance, int nCmdShow)
{
   HWND hWnd;
   hInst = hInstance; // Store instance handle in our global variable
   hWnd = CreateWindow(szWindowClass, szTitle, WS_OVERLAPPEDWINDOW,
      CW_USEDEFAULT, 0, CW_USEDEFAULT, 0, NULL, NULL, hInstance, NULL);
   if (!hWnd)
   {
      return FALSE;
   }
   ShowWindow(hWnd, nCmdShow);
   UpdateWindow(hWnd);
   return TRUE;
}
//
//  FUNCTION: WndProc(HWND, UINT, WPARAM, LPARAM)
//
//  PURPOSE:  Processes messages for the main window.
//
//  WM_COMMAND	- process the application menu
//  WM_PAINT	- Paint the main window
//  WM_DESTROY	- post a quit message and return
//
//
LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
{
	int wmId, wmEvent;
	PAINTSTRUCT ps;
	HDC hdc;
	switch (message)
	{
	case WM_COMMAND:
		wmId    = LOWORD(wParam);
		wmEvent = HIWORD(wParam);
		// Parse the menu selections:
		switch (wmId)
		{
		case IDM_ABOUT:
			DialogBox(hInst, MAKEINTRESOURCE(IDD_ABOUTBOX), hWnd, About);
			break;
		case IDM_EXIT:
			DestroyWindow(hWnd);
			break;
		default:
			return DefWindowProc(hWnd, message, wParam, lParam);
		}
		break;
	case WM_PAINT:
		hdc = BeginPaint(hWnd, &ps);
		// TODO: Add any drawing code here...
		EndPaint(hWnd, &ps);
		break;
	case WM_DESTROY:
		PostQuitMessage(0);
		break;
	default:
		return DefWindowProc(hWnd, message, wParam, lParam);
	}
	return 0;
}
// Message handler for about box.
INT_PTR CALLBACK About(HWND hDlg, UINT message, WPARAM wParam, LPARAM lParam)
{
	UNREFERENCED_PARAMETER(lParam);
	switch (message)
	{
	case WM_INITDIALOG:
		return (INT_PTR)TRUE;
	case WM_COMMAND:
		if (LOWORD(wParam) == IDOK || LOWORD(wParam) == IDCANCEL)
		{
			EndDialog(hDlg, LOWORD(wParam));
			return (INT_PTR)TRUE;
		}
		break;
	}
	return (INT_PTR)FALSE;
}
I am more interested in the Wndproc() function.
You will notice the difference in the two!!
So how i can i get the second code in Code::Blocks???