Hier mal etwas Code:

#include <windows.h>

VOID CALLBACK TimerProc( HWND hWnd, UINT uMsg, UINT_PTR idEvent, DWORD dwTime );
DWORD WINAPI ThreadProc( LPVOID pParam );

int WINAPI WinMain( HINSTANCE hInstance, HINSTANCE hPrevInstance,
  LPSTR lpCmdLine, int nCmdShow )
{
  MSG msg;
  HANDLE hThread;
  DWORD dwThreadId;

  hThread = CreateThread( NULL, 0, ThreadProc, NULL, 0, &dwThreadId );

  while ( GetMessage( &msg, NULL, 0, 0 ) )
  {
    TranslateMessage( &msg );
    DispatchMessage( &msg );
  };
};

VOID CALLBACK TimerProc( HWND hWnd, UINT uMsg, UINT_PTR idEvent, DWORD dwTime )
{
  int i = 0;

  while ( i < 100 )
  {
    i++;
  };
};

DWORD WINAPI ThreadProc( LPVOID pParam )
{
  SetTimer( NULL, NULL, 100, TimerProc );

  while ( 1 )
  {
    Sleep( 10 );
  };

  ExitThread( 0 );
  return 0;
};