So in the text editor program that i\'ve been working on, I\'ve used WM_CHAR to process input from the keyboard. However, I found that some of the character mesages are not reco
This is really a long reply to your comment above, but putting it in an answer because it's too long for a comment :)
The core issue to understand here is that keys and characters are not quite the same thing. Some (but not all) keys generate characters; some keys generate different characters depending on shift or other keyboard state. And to implement an editor, you need to handle both textual input and also non-textual keyboard input like arrow keys. Now the long-winded version, picking off from what seems to be an incorrect assumption:
Apparently, windows works in really strange ways. [...] It seems that when you press [shift]+9, windows sends a VK_LEFT in the wParam of message WM_CHAR
Sounds like you might be mixing two things up here. The thing with WM_CHAR is that it gives you character codes for textual characters: so if someone presses the 9 key, you'll get '9'. If someone presses SHIFT+9, Windows will take the shift state into account - and you get '(' (if using US keyboard). But you won't ever get a WM_CHAR for arrow keys, HOME, END, and so on, since they are not textual characters. WM_KEYDOWN, on the other hand, does not deal in characters, but in VK_ codes; so pressing 9 gives you VK_9 regardless of shift state; and left arrow gives you VK_LEFT - again regardles of shift state.
The things is that WM_CHAR and WM_KEYDOWN both give you two parts to the overall input picture - but you really have to handle both to get the full picture. And have to be aware that the wParam is a very different thing in both cases. It's a character code for WM_CHAR, but a VK_ code for WM_KEYDOWN. Don't mix the two.
And to make things more confusing, VK_ values share the same values as valid characters. Open up WinUser.h (it's in the include dir under the compiler installation dir), and look for VK_LEFT:
#define VK_LEFT 0x25
Turns out that 0x25 is also the code for the '%' character (see any ascii/unicode table for details). So if WM_CHAR gets 0x25, it means shift-5 was pressed (assuming US keyboard) to create a '%'; but if WM_KEYDOWN gets 0x25, it means left arrow (VK_LEFT) was pressed. And to add a bit more confusion, the Virtual Key codes for the A-Z keys and 0-9 keys happen to be the same as the 'A'-'Z' and '0'-'9' characters - which makes it seem like chars and VK_'s are interchangable. But they're not: the code for lower case 'a', 0x61, is VK_NUMPAD1! (So getting 0x61 in WM_CHAR does mean 'a', getting it in WM_KEYDOWN means NUMPAD1. And if a user does hit the 'A' key in unshifted state, what you actually get is first a VK_A (same value as 'A') in WM_KEYDOWN, which gets translated to WM_CHAR of 'a'.)
So tying all this together, the typical way to handle keyboard is to use all of the following:
Use WM_CHAR to handle textual input: actual text keys. wParam is the character that you want to append to your string, or do whatever else with. This does all the shift- processing for you.
Use WM_KEYDOWN to handle 'meta' keys - like arrow keys, home, end, page up, and so on. Pass all the A-Z/0-9 values through, the default handling will turn them into WM_CHARs that you can handle in your WM_CHAR handler. (You can also handle numpad keys here if you want to use them for special functionality; otherwise they 'fall through' to end up as numeric WM_CHARs, depending on numlock state. Windows takes care of this, just as it handles shift state for the alphabetic keys.)
If you want to handle ALT- combos explicitly (rather than using an accelerator table), you'll get those via WM_SYSKEYDOWN.
I think there are some keys that might show up in both - Enter might show up as both a WM_KEYDOWN of VK_RETURN and as either \r or \n WM_CHAR - but my preference would be to handle it in WM_KEYDOWN, to keep editing key handling separate from text keys.