>In an textbox or an editbox, when I want to restrict some keys, I set the "nKeyCode" parameter to 0. According to documentation, setting this to zero will make it forget that the key was pressed.
>
>The key still appears in the edit/text box. However, the same code works fine in Visual Basic.

Instead of setting nKeyCode to 0, try calling NoDefault:

PARAMETERS nKeyCode, nShiftAltCtrl
if !isalpha( chr(nKeyCode) )
  NoDefault
EndIf