Postmessage in loop for long due to which other window messages are not working

Hi guys
well this time my question is not summarized in form of code. but i am asking it in different way.
I am working on mfc application and there is a condition in which i am posting window messages by using

C++

PostMessage

it is executing in a loop
Now after some time if i press close button at upper left corner that is not accepting it as the reason is message loop is processing other window messages which are generated in loop. I know its straight question..is there is way that i can do that the priority of the close window (WM_CLOSE) will be high than the other window messages.
Note: i cannot skip from posting the messages you can assume that is in loop of 30000.

any suggestion or link will be beneficial..

thanks in advance

Extended after your response Hi all first of all thanks everyone for answering. Yes there can be redesigned possible let me first tell you i do have a video recording of say 1 day. i am extracting frames on the basis of events.Suppose it is giving one frame at each second so data is extremely large. In this case what i am doing. i am extracting frame and do postmessage to display in listcontrol. Reason Why i am doing postmessage because i do not need to block the dialog(modelless) and it happening in thread data is coming continuously. Requirment: if there is any solution that i can avoid message loop will beneficial.

Tags: C++, MFC