Get Notified about Windows is Going to Sleep/Waking up in C++

Question

I am working on an App which has Multiple Threads waiting for different inputs from DLLs and Serial Ports.

I want to add a functionality that before machine going to Sleep, I have to unload certain DLL and On waking up have to Re-load the DLL. For this, I need to get notified on Sleep and Wake up.

I found many files about doing in C# but I want to do this in C++.

I tried using this code Project but could not capture any event. I removed everything related to Window Paint and All that as I do not need it's GUI and kept only main message loop (The While loop in the main)

EDIT:-

I am using this as my main loop:-

 // Start the message loop. 

while( (bRet = GetMessage( &msg, NULL, 0, 0 )) != 0)
{ 
    if (bRet == -1)
    {
        // handle the error and possibly exit
    }
    else
    {
        TranslateMessage(&msg); 
        DispatchMessage(&msg); 
    }
} 

To be frank I have copied this from CodeProject, and Made only one Modification i.e. Checked GetMessage(..) != 0 from a MSDN Article.

Am I missing something?

Or anyother Solution??

I am using VS2010 and programming in C++

Thanks in Advance!