using WM_DEVICECHANGE in console application

Hi All
I want to detect a USB device through my console application.
I cam to know that windows sends WM_DEVICECHANGE message whenever a
USB device is inserted or removed.
Now I want to handle this message in my console application.Following
code I have written for it.
But I am not able to handle this event.

#include "stdafx.h"
#include <windows.h>
#include <stdio.h>
HANDLE hEvent = CreateEvent(NULL , FALSE , FALSE , NULL);
LRESULT CALLBACK WndProc (HWND hwnd, UINT message, WPARAM
wParam,LPARAM lParam)
{
    PAINTSTRUCT ps;
    HDC hdc;

    switch (message)
    {

        case WM_PAINT:
            hdc = BeginPaint (hwnd, &ps);
            Ellipse (hdc, 0, 0, 200, 100);
            EndPaint (hwnd, &ps);
            return 0;

        case WM_DESTROY:
            PostQuitMessage (0);
            return 0;
        case WM_DEVICECHANGE:
            SetEvent(hEvent);
            return 0;

    }
    return DefWindowProc (hwnd, message, wParam, lParam);
}

DWORD WINAPI fnThreadFunc(LPVOID lpParam)
{

    WNDCLASS wc;
    HWND hwnd;
    MSG msg;
    HANDLE hInstance = GetModuleHandle(NULL);
    wc.style = 0; // Class style
    wc.lpfnWndProc = (WNDPROC) WndProc; // Window
procedure address
    wc.cbClsExtra = 0; // Class extra
bytes
    wc.cbWndExtra = 0; // Window extra
bytes
    wc.hInstance = (HINSTANCE)hInstance; //
Instance handle
    wc.hIcon = LoadIcon (NULL, IDI_WINLOGO); // Icon handle
    wc.hCursor = LoadCursor (NULL, IDC_ARROW); // Cursor handle
    wc.hbrBackground = (HBRUSH) (COLOR_WINDOW + 1); // Background
color
    wc.lpszMenuName = NULL; // Menu name
    wc.lpszClassName = "MyWndClass"; // WNDCLASS name

    RegisterClass (&wc);

    hwnd = CreateWindow (
        "MyWndClass", // WNDCLASS name
        "RegisterApplication", // Window title
        WS_DISABLED, // Window style
        CW_USEDEFAULT, // Horizontal position
        CW_USEDEFAULT, // Vertical position
        CW_USEDEFAULT, // Initial width
        CW_USEDEFAULT, // Initial height
        HWND_DESKTOP, // Handle of parent window
        NULL, // Menu handle
        NULL, // Application's instance handle
        NULL // Window-creation data
    );

   // ShowWindow (hwnd, nCmdShow);
    UpdateWindow (hwnd);

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

    return msg.wParam;

}
int main(int argc, char* argv[])
{
    DWORD dwThreadId;

    HANDLE hHandle = CreateThread(NULL , 0 , fnThreadFunc , NULL , 0 ,
&dwThreadId);
    if(hHandle == NULL)
    {
        return 0;
    }
    WaitForSingleObject(hEvent , INFINITE);
    return 1;
}

I have created a thread and in thread function i have created a
window.
Now in WINPROC i tried to handle WM_DEVICECHANGE.
But i am not able to get this message when I inserted USB device.
Can anybody help me in this.
Thanks in advance.