INT_PTR APIENTRY MainProc(HWND hwnd, UINT msg, WPARAM wParam, LPARAM lParam)
{
  char tmp[ 100 ];
  int Index;
  switch (msg)
  {
   case WM_INITDIALOG:
            // создаем WC_TREEVIEW ("SysTreeView32") ...
            break;
   case WM_NOTIFY:
            switch (((LPNMHDR) lParam)->code)
            {
              case TVN_SELCHANGING:
                  Index = ... ; // как узнать
                  wsprintf(tmp, "%i", Index);
                  MessageBox(hwnd, tmp, "Выбранный элемент",  0 );
                  break;
            }
  }
  return FALSE ;
}