The operating system sends the DBT_DEVICEQUERYREMOVEFAILED device message when a request to remove a device has been canceled.
To send the DBT_DEVICEQUERYREMOVEFAILED device message, the operating system sends the WM_DEVICECHANGE message with wParam set to DBT_DEVICEQUERYREMOVEFAILED and lParam set to the address of a DEV_BROADCAST_HDR structure identifying the device.
dwData = (DWORD) lParam;
Return TRUE.