The WM_GETDLCODE message lets you influence the behavior of the dialog manager. A previous entry on using WM_GETDLGCODE described the
DLGC_HASSETSEL flag which controls whether edit control content is auto-selected when focus changes.
I was going to write a bit about the other flags, but it turns out that Knowledge Base Article 83302 already covers this, so I'll just call out some highlights.
DLGC_WANTMESSAGE flag is the most powerful one. It lets your control prevent the dialog manager from handling a message. So for example if you don't want ESC to dismiss the dialog box when focus is on a particular control but rather be delivered to the control itself, handle the
WM_GETDLGCODE message and peek at the
lParam. If it is a press of the ESC key, then return
DLGC_WANTMESSAGE so the message will not be handled by the dialog manager.
DLGC_WANTARROWS flags are just conveniences that save you the trouble of checking certain categories of messages.
As always, consider the consequences of overriding default behavior. Doing so generally makes your program harder to use, since it goes against what people are accustomed to seeing in other programs.