So, getdc(0) is not a solution. Someone tells to make an activex and activate active desktop to load a page with it (bleah) :x
I've found this:

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I would recommend, based on what I know of raw win32, using
WS_EX_TRANSPARENT when creating your window or something like that. Then
blitting or drawing on your own space, appearing to have been drawn on
desktop itself. Something like "colorkeying" your WND. A better way would be
copying part of desktop area to your buffers (using CreateDC(0)), then
drawing it together with your stuff. Maybe making the window child of
desktop... this is actually offtopic discussion.
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So after some tests,
using the WS_EX_TRANSPARENT style, and create the window
as a child of the desktop window, blitting with colorkey
works fine !
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Hmm... :?