Trapping windows messages

Question

I am experimenting to trap windows messages send to a listbox control;
I have found the IMessageFilter interface to do this for me.
I have also read "about listboxes" (MSDN Library> Control Library> ListBox> about ListBoxes)
where I see the message codes like LB_ADDFILE,LB_GETCOUNT,LBN_DBLCLK and window message WM_HSCROLL etc etc

But I can not find where these codes are defined , what DLL to add in "Using ....  "
Where can I find a list to see the actual values.

Without this information I cannot even compile my testprogram.

Help..