I was looking through some code from the SDL library and came across a function declared like this:
LRESULT CALLBACK WndProc(HWND hwnd, UINT msg, WPARAM wPar
The "CALLBACK" is a calling convention. There are other kinds of calling conventions. CALLBACK is the same as __stdcall.
http://www.codeguru.com/cpp/cpp/cpp_mfc/callbacks/article.php/c10557
Some more information at Raymond Chen's blog:
http://blogs.msdn.com/oldnewthing/archive/2004/01/08/48616.aspx