User-defined messages are an interface. As an interface, they need to be defined. I have some macros in my text editor that make this easy. They generate a standard header for me which I fill in. The header looks something like the examples below.

Example 1: A message which has simple parameters, and which is sent but whose response doesn't matter:

/***************************************************************
*                           UWM_COLOR_IT
* Inputs:
*       WPARAM: ignored, 0
*       LPARAM: RGB value to use for coloring
* Result: LRESULT
*	Logically void, 0, always
* Effect:
*	Causes the view to repaint itself in the specified color
***************************************************************/

#define UWM_COLOR_IT_MSG _T("UWM_COLOR_IT-{4E7F6EC1-6ADC-11d3-BC36-006067709674}")

Example 2: A message which has no parameters, and which is sent for the purpose of getting a result:

/***************************************************************
*                           UWM_QUERY_CUT
* Inputs:
*       WPARAM: ignored, 0
*       LPARAM: ignored, 0
* Result: LRESULT
*	(LRESULT)(BOOL) TRUE if a cut operation is possible
*                       FALSE if there is no selection
***************************************************************/

#define UWM_QUERY_CUT_MSG _T("UWM_QUERY_CUT-{4E7F6EC3-6ADC-11d3-BC36-006067709674}")

Example 3: A message which has complex parameters, and which returns an interesting value:

/***************************************************************
*                           UWM_SET_COORD
* Inputs:
*       WPARAM: (WPARAM)(BOOL) FALSE for absolute
*                              TRUE for relative
*       LPARAM: (LPARAM)MAKELONG(x, y)
* Result: LRESULT
*	(LRESULT)MAKELONG(x, y) previous coordinate value
* Effect:
*	Sets the coordinate in the view, and returns the previous
*       coordinate.
* Notes:
*	The x,y values are added to the current position if
*	WPARAM is TRUE, otherwise they replace the current 
*	position.
***************************************************************/

#define UWM_SET_COORD_MSG _T("UWM_SET_COORD-{4E7F6EC2-6ADC-11d3-BC36-006067709674}")

Note that I carefully document the casting that is required to get the desired WPARAM and LPARAM values. Then I know when I'm writing my method how I should cast it. Here's an example of a handler for another message, which takes a pointer to an object. 

/***************************************************************
*                       CMyView::OnAssignMyInfo
* Inputs:
*       WPARAM: ignored, 0
*       LPARAM: (LPARAM)(LPMYINFO)
* Result: LRESULT
*	Logically void, 0, always
* Effect:
*	Modifies the current view by the values in LPMYINFO
* Notes:
*	If LPMYINFO.IsValidCount is FALSE, the count field is
*	not modified
***************************************************************/ 
LRESULT CMyView::OnAssignMyInfo(WPARAM, LPARAM lParam)
    {
     LPMYINFO info = (LPMYINFO)lParam;
     visible = info.visible;
     if(info.IsValidCount)
        count = info.count;
     return 0; // value is ignored
    }