Although it's not at all clear to me that SendMessage/PostMessage is the right tool for the job. Those are for operating on the operating system's event queue. If you're dealing with GUI event like button presses and such, you don't need to do anything special. If you're dealing with events that are specific to your application (and it sounds like you are) then it makes more sense to decouple that from the operating system's event queue.
Assuming I understand your goals (which I admit IS a bit of an assumption), then what you want is probably something like what's commonly called the "observer" pattern. Dig into this and see if it looks useful: