How is an event raised?

Please check the following thread:

http://stackoverflow.com/questions/213638/how-do-c-events-work-behind-the-scenes[^]

To fire an event, you 'call' it just like a function:

// Declare a delegate
public delegate void MyEventHandler(int EventArg);

// Declare the event.
public event MyEventHandler MyEvent;

// Declare an event handler
public void HandleEvent(int EventArg)
{
    System.Windows.Forms.MessageBox.Show(EventArg.ToString());
}

protected void Button1_Click(object sender, EventArgs e)
{
    // add two handlers... just for fun
    MyEvent += HandleEvent;
    MyEvent += HandleEvent;

    // THIS IS IT!  Raise the event
    MyEvent(123);
}

Whenever you, for example, do a button click, it sends a message to windows. There is a huge list of messages that windows receive for all the operations we do. These messages are tracked and intercepted by .Net code. It is quite similar to you implementing IMessageFilter interface in your code or overriding WndProc method. I do not have visual studio handy but I am quite sure that debugging with "Enable .Net source code debugging" option checked will provide a lot of help.

I simple exercise for you to understand. Just create a blank windows form application and override WndProc method in it. Put a break point and see the values that come in Message parameter. You will be frustrated to never go out of debugging mode unless you put in conditions in your override. :)

The events you would define in your own class will be most of the times dependent on INotifyPropertyChanged interface implementation which already seem to be aware of.

Using your example you would do something like this;

//Declare delegate
       public delegate void ZeroEventHandler(object sender, EventArgs e);
       //Declare Event
       public event ZeroEventHandler ZeroEvent;
       //private Field to hold MyNumber value
       public int myNumber = 0;
       public int MyNumber
       {
           get
           {
               return myNumber;
           }
           set
           {
               if (value != myNumber)
               {
                   myNumber = value;
                   if (myNumber == 0)
                   {
                       //Fire Event Here
                       ZeroEvent(this, new EventArgs());
                   }
               }
           }
       }

Hope this helps.