A question about Windows message process

I’m using SDL in a windows application (Win XP), and I set the SDL
window created by SDL_SetVideoMode as my application window’s Child Window.
Here comes the problem, I don’t process all the messages produced by SDL
window, I want these messages be passed into the parent window and let
parent window handle them. But I don’t know how to pass the messages
produced by SDL window to its parent window, I guess they are just
ignored because there’s no handleing functions. For example, I click my
mouse’s left button in SDL window, I want this message be handled by parent
window, but SDL window just ignored it, because I don’t check these events
in SDL.
I know I can have a event polling in my SDL’s main thread, handle these
events and send Window messages. But I don’t want to do that since it make
things complicated that I have to parse all the events and create a related
Window message.
Is there a easy way to just let SDL window pass the messages to its
parent window if there is?–