Trying to add an exit confirmation dialog to Cygwin setup.exe, failing

[Terry Fleming]

I figured it out.
The intercept has to go in PropSheetWndProc() in propsheet.cc, not in
WindowProc() in window.cc. The latter function is dead code.
Also, the message loop in Window::MessageLoop() in window.cc is indeed
broken, as Andy Koppe and I suspected, but it doesn't matter, because
that function is dead code too.
I can't believe I wasted two days of my life on this sludge.