Win32
DLLs, callbacks, hooks
http://www.codeproject.com/Articles/4610/Three-Ways-to-Inject-Your-Code-into-Another-Proces
http://www.codeproject.com/Articles/1037/Hooks-and-DLLs
http://shiftlock.wordpress.com/2011/06/22/windows-hooks-detector/
Win API (general)
http://bobobobo.wordpress.com/2009/03/30/adding-an-icon-system-tray-win32-c/
Win Services