打开 stdafx.h 文件，找到 #include <afxdisp.h>
在这行的前面一行插入 include #include <wininet.h>
在需要调用的CPP文件中：
 #include <atlbase.h>
 #include <shlguid.h>
 #include <shlobj.h>
 #include <comdef.h>

::CoInitialize(NULL);
IActiveDesktop *pDesk=NULL;
HRESULT hr = ::CoCreateInstance(CLSID_ActiveDesktop,NULL,CLSCTX_INPROC_SERVER,
                IID_IActiveDesktop,(LPVOID *)&pDesk);
ASSERT(SUCCEEDED(hr));

WCHAR path[MAX_PATH];
hr=pDesk->GetWallpaper(path,sizeof(path),0); //取得壁纸文件名
//设置壁纸文件是： SetWallpaper（LPCWSTR pwszWallpaper,DWORD dwReserved);
ASSERT(SUCCEEDED(hr));

CString s(path);
AfxMessageBox(s);

if(pDesk)  pDesk->Release();
::CoUninitialize();