C / C++ / MFC

// Show or hide 3D visualisation (toggle on/off)
void CMainFrame::OnAppToggle3DDialog()
{
	if(!m_pEngine) //initialized with NULL
	{
		m_pEngine = new CPiserver3DEngine("Piserver 3D Output");
		TRACE("start modal\n"); //debug
		m_pEngine->Run();
		TRACE("stop modal\n");  //debug
		delete m_pEngine;
		m_pEngine = NULL;
	} else {
		m_pEngine->Stop();
	}
}

CMainFrame::CMainFrame() //public CFrameWnd
{
	m_pSystrayIcon = new CSystemTray();
	m_pEngine = NULL;					
}

CMainFrame:: ~CMainFrame()
{
	delete m_pSystrayIcon;
	if(m_pEngine) delete m_pEngine;
}

<br />
[MainFrame] start modal<br />
\Mainloop running<br />
 \PumpMessage<br />
 /PumpMessage<br />
/Mainloop running<br />
....<br />
\Mainloop running<br />
 \PumpMessage<br />
  PumpMessage message 0x0200<br />
  PumpMessage message 0x0202<br />
  [MainFrame] post stop<br />
  PumpMessage message 0x0012 WM_QUIT<br />
 /PumpMessage WM_QUIT<br />
Mainloop leaving..<br />
MessageHandler message 0x0046<br />
MessageHandler message 0x0047<br />
MessageHandler message 0x0002 WM_DESTROY<br />
[MainFrame] stop modal<br />

<br />
[MainFrame] start modal<br />
\Mainloop running<br />
 \PumpMessage<br />
 /PumpMessage<br />
/Mainloop running<br />
....<br />
\Mainloop running<br />
 \PumpMessage<br />
  MessageHandler message 0x001c WM_ACTIVATEAPP<br />
  PumpMessage message 0x0111  WM_COMMAND (wParam = ID_APP_EXIT)<br />
[MainFrame] OnClose <br />
[MainFrame] post stop<br />
MessageHandler message 0x0085<br />
MessageHandler message 0x000d<br />
MessageHandler message 0x0014<br />
MessageHandler message 0x001c<br />
MessageHandler message 0x001f<br />
MessageHandler message 0x000a<br />
MessageHandler message 0x001c<br />
MessageHandler message 0x001c<br />

// Start engine main loop and show OpenGL window
BOOL CBlueSharkEngine::Run()
{
	if(!ShowWindow()) return FALSE;
	m_bEngineRunning=TRUE;
	m_timer.Init();
	for (;; )
	{	
		TRACE("\\Mainloop running\n");
		//EngineMain(m_timer.GetElapsedSeconds());
		if(!m_pWindow->PumpMessage()) break;
		TRACE("/Mainloop running\n");
	}
	TRACE("Mainloop leaving..\n");
	DestroyWindow();
	m_bEngineRunning=FALSE;
	return TRUE;
}

// Stop message handling to shut down engine
void CBlueSharkEngine::Stop()
{
	if(m_bEngineRunning) PostQuitMessage(0);
}

// Handle messages in event queue
BOOL CBlueSharkEngineWindow::PumpMessage()
{
	MSG msg;
	TRACE(" \\PumpMessage\n");
	while (::PeekMessage (&msg,NULL,0,0,PM_NOREMOVE))	
	{
		TRACE("  PumpMessage message 0x%04x\n",msg.message);
		if (!::GetMessage (&msg, NULL, 0, 0)) 
		{
			TRACE(" /PumpMessage WM_QUIT\n");
			return FALSE;
		}
		::TranslateMessage (&msg);
		::DispatchMessage (&msg);
	}
	TRACE(" /PumpMessage\n"); //debug
	return TRUE;
}

// Destructors
CBlueSharkEngine:: ~CBlueSharkEngine()
{
	Stop();
	assert(!m_bEngineRunning);
	DestroyWindow();
	if(m_pWindow)    delete m_pWindow;
	if(m_pTexture)   delete m_pTexture;
	if(m_pFont)      delete m_pFont;
	if(m_pInterface) delete m_pInterface;
}

CBlueSharkEngineWindow:: ~CBlueSharkEngineWindow() {}

EngineMain(m_timer.GetElapsedSeconds());

// Engine message callback handler
LRESULT CALLBACK Wnd_ProcMessageHandler(HWND hWnd, UINT uMsg, WPARAM wParam, LPARAM lParam)
{
	switch (uMsg)
	{
	
	//... more messages handled here
	
	case WM_PAINT:
		if(pEngine->m_bEngineRunning)
			pEngine->EngineMain(pEngine->m_timer->GetElapsedSeconds());
		//return DefWindowProc(hWnd,uMsg,wParam,lParam);
		//note: last line commented out on purpose to get endless WM_PAINT messages
		break;
		
	default:
		return DefWindowProc(hWnd,uMsg,wParam,lParam);
	}
	return 0;
}

1. The most simple way is to set a Windows timer (see SetTimer), which sends a message at a given rate. This is not very accurate, but should suffice for say up to 10 fps.
2. If you need more frames per second, probably your best bet is multimedia timers. These call a user-defined callback with much finer temporal resolution than Windows timers. This callback is executed in a thread different from your app's, so beware of concurrency problems. Probably the best way to avoid them is sending a user message to the OpenGL window from the multimedia timer callback and doing the reapaint there.