Occurs when a low-level MathLink message arrives.
Do not confuse this type of message, used mainly for communicating requests to interrupt or abort a computation, with Mathematica warning and error messages, which are unrelated.
The MessageArrived event handler is passed a single argument of type MathLinkMessage that indicates the type of message. The event handler is called on a separate thread than the application's main thread (this thread is created by MathLink and not by your program).Do not attempt to use the link from within your event handler.
Few programmers will need to use this event.