Код:

DWORD WINAPI FGetInfo(LPVOID lpParam)
{
	CDlg *myDlg = (CDlg*)lpParam;
...
...
         myDlg->SendMessage(WM_MYMESSAGE,WPARAM("Сообщение"),0);
...
}

Код:

 
#define WM_MYMESSAGE (WM_USER+100)
....
....
BEGIN_MESSAGE_MAP(CDlg, CDialog)

	ON_MESSAGE(WM_MYMESSAGE, OnUpdate)
END_MESSAGE_MAP()

Код:

 
LRESULT CDlg::OnUpdate(WPARAM wParam,LPARAM lParam)
{
	m_pEdit+=(LPCTSTR)wParam;
	m_pEdit+="\r\n";	
	UpdateData(FALSE);
	return 0;
}