Unload without WM_CLOSE

Is it possible to unload and destroy a form without having WM_CLOSE messages be sent out (e.g. to other controls, OCXs and windows)?

I've tried using the DestroyWindow() API but it hasn't helped.

Any suggestions?

Why do you not want WM_CLOSE messages going out?

It is probably possible to subclass the form and eat the message, but this is usually not a good idea.