The Difference between to usages of SetWindowsHookEx

First: I'm using Visual Studio 2010 on Windows XP - 32 Bit.

Right now I'm trying to write a DLL which will enable another application to work with low level keyboard hooks.

Even though I got it to work - I now want to understand why.

The non-working code:

#include <Windows.h>
#include <stdio.h>

static HINSTANCE hinst;
static HHOOK kbdHook = NULL;

LRESULT CALLBACK LowLevelKeyboardProc(int nCode, WPARAM wParam, LPARAM lParam)
{
    printf(":"); fflush(stdout);
    return CallNextHookEx(NULL, nCode, wParam, lParam);
}

DWORD WINAPI ThreadProc(LPVOID lpParameter)
{
    MSG msg;

    while (GetMessage(&msg, NULL, 0, 0))
    {
        TranslateMessage(&msg);
        DispatchMessage(&msg);
    }

    return 0;
}

BOOL WINAPI DllMain(HINSTANCE hinstDLL, DWORD fdwReason, LPVOID lpvReserved)
{
    switch (fdwReason)
    {
        case DLL_PROCESS_ATTACH:
            hinst = hinstDLL;
            CreateThread(NULL, 0, ThreadProc, NULL, 0, NULL);

            kbdHook = SetWindowsHookEx(WH_KEYBOARD_LL, LowLevelKeyboardProc, hinst, 0);
            break;
        case DLL_PROCESS_DETACH:
            UnhookWindowsHookEx(kbdHook);
            break;
        default:
            break;
    }

    return TRUE;
}

The working code:

#include <Windows.h>
#include <stdio.h>

static HINSTANCE hinst;
static HHOOK kbdHook = NULL;

LRESULT CALLBACK LowLevelKeyboardProc(int nCode, WPARAM wParam, LPARAM lParam)
{
    printf(":"); fflush(stdout);
    return CallNextHookEx(NULL, nCode, wParam, lParam);
}

DWORD WINAPI ThreadProc(LPVOID lpParameter)
{
    MSG msg;

    kbdHook = SetWindowsHookEx(WH_KEYBOARD_LL, LowLevelKeyboardProc, GetModuleHandle(NULL), 0);
    while (GetMessage(&msg, NULL, 0, 0))
    {
        TranslateMessage(&msg);
        DispatchMessage(&msg);
    }

    return 0;
}

BOOL WINAPI DllMain(HINSTANCE hinstDLL, DWORD fdwReason, LPVOID lpvReserved)
{
    switch (fdwReason)
    {
        case DLL_PROCESS_ATTACH:
            hinst = hinstDLL;
            CreateThread(NULL, 0, ThreadProc, NULL, 0, NULL);
            break;
        case DLL_PROCESS_DETACH:
            UnhookWindowsHookEx(kbdHook);
            break;
        default:
            break;
    }

    return TRUE;
}

The only difference is that I moved the SetWindowsHookEx-call from DllMain to ThreadProc.

The question: Why does this make all the difference?

This is all explained in the documentation for LowLevelKeyboardProc callback function:

This hook is called in the context of the thread that installed it. The call is made by sending a message to the thread that installed the hook. Therefore, the thread that installed the hook must have a message loop.

Your non-working code installs the hook on a thread, that doesn't run a message loop.