Windows Programs Note Releasing Resources

Hi its took me a while to realise but once my windows program has finished it does not release the resources it has been using. If I press control alt delete and then go to processes I find my application that should of been terminated using 98% of the resources and I was wondering why?

Code:

// This Program is designed to incorporate defining a windows class
// Creating a window a message handler using custom icons, cursors
// Also a choice of music files made possible by a message system

#include <windows.h>
#include <windowsx.h>
#include "RESOURCES.H"

HINSTANCE theInstance;

LRESULT CALLBACK messageHandler (HWND theWin, UINT theMsg, WPARAM wparam, LPARAM lparam)
{
	PAINTSTRUCT ps;
	HDC hdc;
	switch (theMsg)
	{
	case WM_CREATE:
		{
			return 0;
			break;
		}
	case WM_PAINT:
		{
			hdc = BeginPaint(theWin,&ps);
			EndPaint(theWin,&ps);
			return 0;
			break;
		}
	case WM_DESTROY:
		{
			PlaySound(NULL,theInstance,SND_PURGE);
			PostQuitMessage(0);
			break;
			return 0;
		}
	case WM_COMMAND:
		{
			switch (LOWORD(wparam))
			{
			case MENU_FILE_ID3:
				{
					PostQuitMessage(0);
					return 0;
					break;
				}
			case MENU_CURSOR_ID1:
				{
					HCURSOR theCursor;
					theCursor = LoadCursor(theInstance, MAKEINTRESOURCE(CURSOR_ID1));
					SetCursor(theCursor);
					return 0;
					break;
				}
			case MENU_CURSOR_ID2:
				{
					HCURSOR theCursor;
					theCursor = LoadCursor(theInstance, MAKEINTRESOURCE(CURSOR_ID2));
					SetCursor(theCursor);
					return 0;
					break;
				}
			case MENU_CURSOR_ID3:
				{
					HCURSOR theCursor;
					theCursor = LoadCursor(theInstance, MAKEINTRESOURCE(CURSOR_ID3));
					SetCursor(theCursor);
					return 0;
					break;
				}
			case MENU_SONG_ID1:
				{
					PlaySound(MAKEINTRESOURCE(WAVE_ID1), theInstance,
						SND_RESOURCE | SND_LOOP | SND_ASYNC);
					return 0;
					break;
				}
			case MENU_SONG_ID2:
				{
					PlaySound(MAKEINTRESOURCE(WAVE_ID2), theInstance,
						SND_RESOURCE | SND_LOOP | SND_ASYNC);
					return 0;
					break;
				}
			case MENU_SONG_ID3:
				{
					PlaySound(MAKEINTRESOURCE(WAVE_ID3), theInstance,
						SND_RESOURCE | SND_LOOP | SND_ASYNC);
					return 0;
					break;
				}
			default:
				{
					break;
				}
			}
		}
	default:
		{
			break;
		}
	}

	return (DefWindowProc(theWin,theMsg,wparam,lparam));
}

int WINAPI WinMain (HINSTANCE hInstance,HINSTANCE hPrevInstance,LPSTR lpCmdLine, 
					int nShowCmd)
{
	theInstance = hInstance;
	MSG theMsg;
	HWND WindowsHandle;
	WNDCLASSEX winclass;
	winclass.cbSize = sizeof(WNDCLASSEX);
	winclass.style = CS_DBLCLKS | CS_OWNDC | CS_HREDRAW | CS_VREDRAW;
	winclass.cbClsExtra = 0;
	winclass.cbWndExtra = 0;
	winclass.hInstance = hInstance;
	winclass.lpfnWndProc = messageHandler;
	winclass.hIcon = LoadIcon(hInstance, MAKEINTRESOURCE(ICON_ID1));
	winclass.hCursor = LoadCursor(NULL, IDC_ARROW);
	winclass.hbrBackground = (HBRUSH)GetStockObject(WHITE_BRUSH);
	winclass.lpszMenuName = "MainMenu";
	winclass.lpszClassName = "windowClass";
	winclass.hIconSm = LoadIcon(hInstance, MAKEINTRESOURCE(ICON_ID1));

	if (!(RegisterClassEx(&winclass)))
		return 0;

	if (!(WindowsHandle = CreateWindowEx(NULL, "windowClass", "The Big One Window",
		WS_OVERLAPPEDWINDOW | WS_VISIBLE, 0,0, 400, 400, NULL, NULL, hInstance, NULL)))
		return 0;

	while (1)
	{
		if (PeekMessage(&theMsg,WindowsHandle, 0, 0, PM_REMOVE))
		{
			if (theMsg.message == WM_QUIT)
				break;
			TranslateMessage(&theMsg);
			DispatchMessage(&theMsg);
		}
	}
	return 0;
}

Ps. For some reason my cursor is not changing when the user asks for a different cursor on the menu bar. I have been told that the SetCursor function has to be maintained by yourself but I don't know how to do this. If someone could help with this too it would be very greatful.

Set the second parameter of PeekMessage to NULL.

Handle WM_SETCURSOR and use SetCursor in that message handler to change the cursor to one you want.

Look at DestroyWindow() and Unregister Class() to free resources as the app closes.

Thanks a lot. I think i just saw the word hInstance in the function parameter and automatically set it to that. Also thanks for the DestroyWindow() and UnregisterClass() functions I'll look into those, and thanks for the details on the setCursor function.