Suppose you created a DirectInput object and connected it with the keyboard to process inputs in a game loop (and the cooperative level is DISCL_NONEXCLUSIVE):
If the game runs in a clipped window with a menu bar, and the user presses the Alt-key:
Will this activate the Menu Bar or has Windows stopped sending messages concerning keyboard inputs like WM_KEYDOWN (because of DirectInput)-allowing DirectInput to handle the Alt-key in its own way?