Wimp_SetMode causes this message to be broadcasted. You should {*}not{*} acnowledge this message. After sending this message, the Wimp sends an Open_Window_Request event for each window. You must not delete any window. If you want to delete a window, then just mark it to be deleted, and do the deed when you receive the Open window request.
This message is broadcasted by the palette utility when the RGB value for one or more physical colours have changed. Message_ModeChange is broadcast {*}instead{*} of this message at a mode change. In 256 colour modes, it is not the physical colour which changes, but only the mapping from logical to physical colour. In that case the palette utility itself forces a redraw of the whole screen.