The book "Advanced Windows Programming" by a guy named Ritchie has the info you need.
You could try using a named pipe or a mailslot instead of the message functionality.
Shared memory is possible, but usually considered less preferable to other IPC mechanisms.
You could look in the Win32 SDK provided with CVI under "Interprocess communication" usually abbreviated as "IPC". It describes the above plus file mapping, COM, mailslots, remote proceedure calls (RPC), sockets (I've had good luck with this - and CVI supports it too), Dynamic Data Exchange (DDE) etc. etc.
I suspect you'll find one of these easier to use than the messaging. Good luck.