Windowed app steals Windows Events

While I understand that it is probably a correct behavior, I am having a nasty time finding proper documentation to direct me on how to allow a windowed SDL application to both monitor events using something like SDL_WaitEvent AND allow Windows (2k in my case) to receive those events so that it can do normal things like resize the window or click on the upper left corner icon, or even just move the window! My program refuses to even move the window!

This is with sdl 1.1.8 the win32 VC5 devel runtime, though I’m building my program using VC6.