(NB: actually I'm seeing this in VS 2008 SP1)
It seems that is still possible to send any message to any window handle using Control.ReflectMessage(). Just create a custom message, decrement it by WM_REFLECT, and send it with Control.ReflectMessage() in a Control inherited class. It doesn't seems there's a violation of the security policies. Still, I'd like to know if this is really supported: I like the possibility, like in .NET Compact Framework with MessageWindow class, but wouldn't like it to disappear without communications.
I found this behavior while looking for a way to forward a message to a control (in the specific case: forwarding a mouse wheel event to the control under the mouse cursor, a feature that I can't understand why but is lacking from .NET...) and couldn't find any other way than P/Invoking SendMessage or this one.