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use strict;
use warnings;
...
use constant CLSID_ACTIVEDESKTOP   => '{75048700-EF1F-11D0-9888-006097
+DEACF9}';
my $actdesktop = Win32::OLE->new(CLSID_ACTIVEDESKTOP) or die();
$actdesktop->SetWallpaper('C:\WINNT\winnt256.bmp');

C:\>"C:\Documents and Settings\blm\Desktop\test1212.pl"
Win32::OLE(0.1501) error 0x80004002: "No such interface supported" at 
+C:\Documen
...
Died at C:\Documents and Settings\blm\Desktop\test1212.pl line 8.

C:\>

STDMETHODIMP CMyDesktop::SetWallpaper(BSTR bstrPath)
{
...
error:
    return hr;
}

use strict;
use warnings;
...

my $adtest = Win32::OLE->new('damnit.MyDesktop') or die();
$adtest->SetWallpaper('C:\WINNT\winnt256.bmp');