LD_PRELOAD equivalent for Windows to preload shared libraries

AppInit_DLLs.

http://support.microsoft.com/kb/197571

But see also:

AppInit_DLLs should be renamed Deadlock_Or_Crash_Randomly_DLLs

AppInit_DLLs should be renamed Deadlock_Or_Crash_Randomly_DLLs

You may also want to look into “DLL Injection”. Four approaches (including AppInint_DLLs) are described here:

http://en.wikipedia.org/wiki/DLL_Injection