There is no 'mouse drag event'. You'll have to sub-class the control. Record the mouse position in the WM_LBUTTONDOWN message handler and capture the mouse.
Then check it against the current mouse position in the WM_MOUSEMOVE message handler. It the button is still down and the distance is larger than GetSystemMetrics, SM_CXDOUBLECLK and SM_CYDOUBLECLK then make that your mouse drag event.
I'd suggest you to take a look at WTL: CContainedWindow is very handy to SubclassWindow. Manual sub-classing is very messy, but with WTL is a no brainier. In short, it allows you to set your own windowproc that processes window messages that windows sends to controls.
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