Thread: window remains active

I'm game runs in a window and remains active when it's not in the foreground. For example let say I have notepad on top of my game. My game will still proceed as normal. How do I make it pause. From searching this probabley has to do with using PeekMessage instead of GetMessage, correct? GetMessage sleeps when there are not messages ,while PeekMessage is awake even when there aren't any messages.