Code:
if (PeekMessage(&Msg, 0, 0, 0, PM_REMOVE)){
	if (Msg.message == WM_QUIT) break;
	TranslateMessage(&Msg);
	DispatchMessage(&Msg);
}
I have that within a for that is showing frames of a video at a certain FPS... With that, the user can close the application whenever he wants... However, my whole application uses SDL, except for that. It would be a shame to be platform dependent just for that. Do you know how to do that with SDL?