unit HSControlMessagePumpHook;

interface
uses
 HSObjectList, Controls, Messages;

type
 THSControlMessagePumpHook = class
 private
   FControl: TControl;
   FOldWndProc: TWndMethod;
   procedure HookWndProc (var Message: TMessage);
 public
   constructor Create (AControl: TControl);
 end;

 THSControlMessagePumpHookList = class(THSObjectList)
 end;

const
 EnableMsgHook = true;

implementation
uses
 Windows, SysUtils, MessageLogger;

{ THSControlMessagePumpHook }

constructor THSControlMessagePumpHook.Create(AControl: TControl);
begin
 FControl := AControl;
 FOldWndProc := FControl.WindowProc;
 FControl.WindowProc := HookWndProc;
end;

procedure THSControlMessagePumpHook.HookWndProc(var Message: TMessage);
begin
 if Assigned(FControl) and (FControl is TWinControl) and
    TWinControl(FControl).HandleAllocated then
   LogMessage(Format('%s.WndProc', [FControl.Name]),
     TWinControl(FControl).Handle, Message.Msg,
     Message.WParam, Message.LParam)
 else
   LogMessage(Format('%s.WndProc', [FControl.Name]),
     0, Message.Msg,
     Message.WParam, Message.LParam);
 FOldWndProc(Message);
 LogMsgReturn(Format('%s.WndProc', [FControl.Name]), Message);
end;

end.

type
 TMyForm = class(TForm)
....
 private
   FHooks: THSControlMessagePumpHookList;
.....
 public
....
   procedure Loaded; override;
 end;

procedure TMyForm.Loaded;
begin
 inherited;
 FHooks := THSControlMessagePumpHookList.Create;
 FHooks.Add(THSControlMessagePumpHook.Create(Self));
 FHooks.Add(THSControlMessagePumpHook.Create(ScrollBox));
....
все нужные компоненты, чьи сообщения интересны
end;