The direct polling was on OSes before XP (the 9x series in particular), and I don't know the details of why it changed. I assume something was changed in the underlying messaging system that made DI's hack into the input unnecessary.

You could get Windows' GetKeyState, GetAsyncKeyState, and GetKeyboardState methods. I don't know how good the response times of these are. If that doesn't work for you, the best option is probably to alter your window proc message handler to pick up WM_KEYDOWN/WM_KEYPRESS/WM_KEYUP and respond accordingly.