This article come from MSDN(english):
The command message that intreve information do so the form of structures.This structures can contrain information on many deffierent aspects of a device.The command strings that intreve information do so in the form of strings,and can intreve a sting a time.Your application must parse or test each string to interpret it.You might find that the command message are easier to use then the command strings in some cases,but the command strings are easier to remmeber and implement.Some MCI applications use command strings when return value will not be used(other than verify success)and command message when retrieving information from the device.