Before changing the message handling of your components, make sure that is what you really want to do. The VCL translates most Windows messages into events that both the component writer and the component user can handle. Rather than changing the message-handling behavior, you should probably change the event-handling behavior. 

To change message handling in VCL components, you override the message-handling method. You can also prevent a component from handling a message under certain circumstances by trapping the message.