Is it possible to make a receiver step return immediately?

Hi everyone,
I am implementing a model with a loop to handle multiple messages. if there is a message meets requirement, the loop exits. but there MIGHT be other messages parked and I need to notify the sender of the message not being processed.
so i am thinking to add another loop to receive parked/unprocessed messages. but it's possible that there is NO parked message at all. so the receiver in the last loop should be able to return immediately regardless there is parked message or not. in window programming, there is an API to receive message from system message queue without waiting. so my question is: is it possible to have a receiver without waiting?
besides the no waiting receiver, i am open to any other suggestion that can solve my problem.

Thanks Shankar,
Very helpful explanation for me to understand BPM from OO way.
Based on my understanding, I have a slight different opinion regarding the instance creation of the BPM. Whether another instance gets created depends on how correlation is defined. If correlation is on PO number and the second change request has the same PO number as the first one, then no "another" instance gets created when the first instance is still running. If the second change request is NOT "correlated" with the first one, then another instance gets created.
If my understanding is correct, then how can we handle the following case:
1. the receiver step starts correlation on PO number
2. the first change reqeust and the second change request have the same PO number. the second change request is sent right after the first change request.
3. the first change request gets confirmed and the instance stops. But there is one parked message.
Will the parked message starts a new instance? or it just gets ignored. I prefer to have a single instance and notify the sender of the parked message that it won't be processed. If the sender wants it to be processed, it knows it should send a new message to start a new instance.
Thanks!

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