When using DirectX in fullscreen, what sort of messages should I be disabling or handling differently?

Code:
My WndProc currently looks like this:-

	case Message.Msg of
		WM_ERASEBKGND:
			begin
				Message.Result := 1;
				Exit;
			end;
		end;
	inherited;
The WM_ERASEBKGND disable is working fine, that solved a a flicker issue. But when I move a form around the screen I get a kind of shimmer near the edges, how can I stop this form happening?

Thanks =D