Form Cannot receive message after Minimized?

I want to receive some message from other exe. so I write a message procedure in my form. But when user minimized the form, it
cannot receive any message!? How do you receive message at all the time?

Const
  WM_USER1 = WM_USER+1;
Type
  TfrmWndHandle = class(TForm)
    Memo1: TMemo;
  private
  protected
    procedure WMUSER1(var Message: TMessage); message WM_USER1;
  public
    { Public declarations }
  end;


Thanks!
--
Samson Fu