>>    Can anybody tell what message, if any, is sent when the user put s a new
>>floppy disk or CDROM in their drives?

its called WM_DEVICECHANGE

here is an extract from win32.hlp if
cant find it.

[New -Windows 95]
Event = (UINT) wParam; dwData = (DWORD) lParam;
The WM_DEVICECHANGE device message notifies an application or device driver
of a change to the hardware configuration of a device or the computer.
Parameters:
Event:
Event type. Can be one of these values:
Value   Meaning
DBT_DEVICEARRIVAL       A device has been inserted and is now available.
DBT_DEVICEQUERYREMOVE   Permission to remove a device is requested. Any
application can deny this request and cancel the removal.
DBT_DEVICEQUERYREMOVEFAILED     Request to remove a device has been canceled.
DBT_DEVICEREMOVEPENDING Device is about to be removed. Can not be denied.
DBT_DEVICEREMOVECOMPLETE        Device has been removed.
DBT_DEVICETYPESPECIFIC  Device-specific event.
DBT_CONFIGCHANGED       Current configuration has changed.
dwData
Address of a structure that contains event-specific data. Its meaning
depends on the given event.
Return Value:
Returns TRUE to complete a requested action, FALSE otherwise.
Remarks:
For devices that offer software-controllable features, such as ejection and
locking, the operating system typically sends a DBT_DEVICEREMOVEPENDING
message to let applications and device drivers end their use of the device
gracefully.
If the operating system forcefully removes of a device, it may not send a
DBT_DEVICEQUERYREMOVE message before doing so.
--------
Subject:  Re: notification of disk change

At 03:06 PM 10/22/98 +0400, you wrote:
>Konrad,
>Will this message be fired because a floppy disk is removed from the drive
>? I don't think so. It's not the drive that is changed, just the floppy
>disk. I'm not sure, but that's what I think.
>
>Shiv.
>
hi shiv,
i thought the question was about cd???
but its obviuosly that a change of floppydisk can
be trapped as well.

the following code is an extract from
Tom Deprez (tom.deprez@uz.kuleuven.ac.be)
CDEvents component (found at the DSP).

.
private
  procedure WndProc(var Msg: TMessage);
protected
  procedure WMDeviceChange(var Msg : TWMDeviceChange); dynamic;
public
.

procedure TCDEvents.WndProc(var Msg: TMessage);
begin
     if (Msg.Msg = WM_DEVICECHANGE) then
      try
        WMDeviceChange(TWMDeviceChange(Msg));
      except
        Application.HandleException(Self);
      end
    else
      Msg.Result := DefWindowProc(FWindowHandle, Msg.Msg, Msg.wParam,
Msg.lParam);
end;

procedure TCDEvents.WMDeviceChange(var Msg : TWMDeviceChange);
var lpdb : PDEV_BROADCAST_HDR;
    lpdbv : PDEV_BROADCAST_VOLUME;

 function IsCD : Boolean;
  begin
   Result := false;
   if lpdb^.dbch_devicetype = DBT_DEVTYP_VOLUME then begin
    lpdbv := PDEV_BROADCAST_VOLUME(Msg.dwData);
    Result := ((lpdbv^.dbcv_flags and DBTF_MEDIA) = 1);
   end;
  end;

begin
 (* received a wm_devicechange message *)
  lpdb := PDEV_BROADCAST_HDR(Msg.dwData);
  (* look at the event send together with the wm_devicechange message *)
   case Msg.Event of
    DBT_DEVICEARRIVAL : begin
        if IsCD and Assigned(fAfterArrival) then
         fAfterArrival(Self, GetFirstDriveLetter(lpdbv^.dbcv_unitmask));
     end;
    DBT_DEVICEREMOVECOMPLETE : begin
        if IsCD and Assigned(fAfterRemove) then
         fAfterRemove(Self, GetFirstDriveLetter(lpdbv^.dbcv_unitmask));
     end;
   end;
 end;

you can find this component by searching for
(surprisingly) CDEvents.

it has other nice features, as OpenDoor and so on.