通过IActiveDesktop接口来实现

比如设置壁纸，就可以这样

IActiveDesktop *a;

CoInitialize(NULL);

if(SUCCEEDED(CoCreateInstance(Shlobj::CLSID_ActiveDesktop,NULL,CLSCTX_INPROC_SERVER,IID_IActiveDesktop,(void **)&a)))
  {
  WideString c = "C:\\My Documents\\yw2.jpg";
  OleCheck(a->SetWallpaper(c.c_bstr(),0));
  OleCheck(a->ApplyChanges(AD_APPLY_ALL));
  a->Release();
}

CoUninitialize();

注意在cpp的第一行加入#define NO_WIN32_LEAN_AND_MEAN

并要#include <shlobj.h>