<p>I'm trying to make <a href="https://stackoverflow.com/questions/298491/how-do-i-receive-clicks-outside-a-forms-window">a window that closes when you click outside it</a>, and at the moment I'm looking into doing that by handling the WndProc function.</p>

<p>None of the messages I'm getting so far seem useful, but there are a few I don't understand at all.  What do codes 0x0118, 0xC123, 0xC128 and 0xC12E represent?</p>

An easy way would be to just capture the mouse.  When you have the mouse captured you get one click event outside your window, then capturing is turned off.
A harder way would be to set a low-level mouse windows hook.  To do a global hook, you'll have to put your hook code in an unmanaged DLL.
A
really
easy way would be to just close your form when it's deactivated.
EDIT
:
Oops.  I just realized I didn't answer your direct question about the message IDs.  Message 0x118 is not defined in winuser.h, so I assume it's an undocumented message ID.  Message IDs in the range 0xC000 to 0xFFFF are application-defined messages.  These IDs are returned by
```
RegisterWindowMessage
```
.