Windows Messages are a function of the Windows API. Typically you'd use them when coding one application that needs to use another, separate process (perhaps written by a third-party) to perform some function.
Here's the Microsoft Developer documentation page:
http://msdn.microsoft.com/en-us/library/windows/desktop/ms632590%28v=vs.85%29.aspxGirder (and other similar automation applications, I'm sure) exposes a PostMessage GUI wrapper that allows you to create and send these messages to any application that knows how to handle them, so you can use them without having to code your own application to send them. MC17.exe is essentially the same thing, just built to service only MC itself.
When you call MCC functions in Girder via the Windows Messages API instead of by calling the MC17 wrapper executable, it performs much better. I'd assume this is because there is some small amount of overhead required to setup and load the MC17.exe process, which needs to be executed over and over again for each MCC you send via that mechanism. So... When you call MC17.exe /MCC whatever, then Windows has to load a new process, allocate memory to it, execute the command, then shut down the new process, and repeat. Whereas if you just send the PostMessage via Girder, it just sends it using a process already running and active on the system.
Can you describe what you need to be able to send to MC simultaneously? I'm not saying something doesn't exist, I'm just curious mostly.