format PE GUI 4.0
entry start

include '%fasminc%\win32axp.inc'

section '.code' code readable executable
  start:
        invoke  GetModuleHandle, 0
        mov     [wc.hInstance],eax
        invoke  RegisterClass,wc
        invoke  CreateWindowEx,NULL,myClass,mainTitle,WS_OVERLAPPEDWINDOW+WS_VISIBLE, 0, 0, 1024, 700, HWND_DESKTOP, NULL, [wc.hInstance],NULL
        mov     [hWndMain], eax
        jmp     msg_loop

msg_loop:
        stdcall DoWork
        invoke  GetMessage, msg, NULL, 0, 0
        or      eax, eax
        jz      end_loop
        invoke  TranslateMessage, msg
        invoke  DispatchMessage, msg
        jmp     msg_loop
  end_loop:
        invoke  ExitProcess, 0

proc wndProc hwnd, wmsg, wparam, lparam
        push    ebx esi edi
        cmp     [wmsg],WM_DESTROY
        je      .wmDESTROY
    .wmDEFAULT:
        invoke  DefWindowProc,[hwnd],[wmsg],[wparam],[lparam]
        jmp     .wmBYE
    .wmDESTROY:
        invoke  PostQuitMessage, 0
        xor     eax,eax
        jmp     .wmBYE
    .wmBYE:
        pop     edi esi ebx
        ret
endp

proc DoWork
    .begin:
        invoke  PeekMessage, msg, [hWndMain], 0, 0, PM_NOREMOVE
        or      eax, eax
        jz      @f
        ret
    @@:
;       Main work of the program is done here
;       but still makes no difference when stripped.
        jmp     .begin
endp

section '.data' data readable writeable

msg             MSG
wc              WNDCLASS NULL, wndProc, 0, 0, NULL, NULL, NULL, COLOR_3DDKSHADOW+1, NULL, myClass
myClass         db "test", 00
mainTitle       db "test", 00
hWndMain        dd ?

section '.idata' import data readable writeable

library kernel32,'KERNEL32.DLL',\
        user32,  'USER32.DLL'

include '%fasminc%\apia\Kernel32.inc'
include '%fasminc%\apia\User32.inc'
    

        invoke  PeekMessage, msg, NULL, 0, 0, PM_NOREMOVE    

BTW: Why not use a thread to do your work?

That code reminds me of the old Win3.1 days.