DirectInput or WM_KEYDOWN question

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?

I think it would be handled by DirectInput, but i'm not entirely sure.

System keys like ALT aren't affected by DirectInput. Even with exclusive mode a user can ALT-Tab out of a DirectX app.

Thanks you helped me out again jdinger. (I'm an absolute beginner but I think my 2d Simcity-like game needs menus too look more professional I think)

If you're using DirectDraw I can send you the code for the GUI/menu section of my Dx7 engine. Email or PM me if you're interested.