HDC hdc = GetDC(NULL); // get the desktop device context
HDC hDest = CreateCompatibleDC(hdc); // create a device context to use yourself

// get the height and width of the screen
int height = GetSystemMetrics(SM_CYVIRTUALSCREEN);
int width = GetSystemMetrics(SM_CXVIRTUALSCREEN);

// create a bitmap
HBITMAP hbDesktop = CreateCompatibleBitmap( hdc, width, height);

// use the previously created device context with the bitmap
SelectObject(hDest, hbDesktop);

// copy from the desktop device context to the bitmap device context
// call this once per 'frame'
BitBlt(hDest, 0,0, width, height, hdc, 0, 0, SRCCOPY);

// after the recording is done, release the desktop context you got..
ReleaseDC(NULL, hdc);

// ..and delete the context you created
DeleteDC(hDest);