Insanely simple problem somehow appears impossible

[ebe]

I am using the win32 extensions to implement a simple message loop. What I
want to do is respond to messages if they are incoming, but process an
application update function if there are no messages.

The function "PumpWaitingMessages" doesn't seem to do what it appears. The
function simply hangs waiting for messages, and even when one is posted, the
function NEVER returns. The return case seems to be when it receives a
WM_QUIT message. This is rediculous frankly. Is there no way at all I can
process messages and do application updates in the same thread?? I am not
going to spawn another thread just to intercept windows messages. I am
writing an Open GL based game, not a windows app.

Any help would really be appreciated, I've already spent days trying to find
another solution, and nothing seems available.