DispatchWithEvents & PumpWaitingMessages

[puff]

I'm working on a com automation project involving IE (yes, I know
about Pamie).  I connect to IE through DispatchWithEvents, start a
navigation, and then loop calling PumpWaitingMessages.  I see the
events OK and all is well.  At some point it is clear that the
navigation is complete (at least insofar as IE is no longer generating
events).  The code then goes off and does something else for a bit NOT
making calls to PumpWaitingMessages.  A bit later, it is time to do
another navigation.  Now my question.

The web page may have had some script that did stuff such as modifying
the DOM, changing the status line, navigating to another URL, closing
IE, etc. while messages were NOT being pumped.  What happened to the
messages?  Are they queued waiting for the next PumpWaitingMessages
call or what?