SetWindowsHookEx( )

 this method allows a function to be added in the hook chain for particular events. For example:

WH_CALLWNDPROC
WH_KEYBOARD
WH_CALLWNDPROCRET

etc.

So if we want to have a user defined function to be called for a certain windows event we can install a hook and then write our own procedure to handle the event.

for more: http://msdn.microsoft.com/en-us/library/ms644990(v=vs.85).aspx