Just a link
C# does Shell, Part 1,
http://www.codeproject.com/csharp/csdoesshell1.asp
C# does Shell, Part 2,
http://www.codeproject.com/csharp/csdoesshell2.asp
MSDN: Using Application Desktop Toolbars
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/shellcc/platform/shell/programmersguide/shell_int/shell_int_programming/appbars.asp