I was checking all windows. I followed your advice and now Spy++ gives me what I want!
Code:
<000001> 003502EC S WM_COMMAND wNotifyCode:0 (sent from a menu) wID:40395 [wParam:00009DCB lParam:00000000]
One more thing demystified! Thank you!
P.S. Could you check your private messages please? I have another question there. Thanks!