How to draw to screen in c++?

How would I draw something on the screen ? not the console window but the entire screen, preferably with the console minimised.

Also, would it show up on a printscreen ? What I want to do is create something like a layer on top of the screen that only me and my aplication are aware of yet still be able to use aplications as usual.

Here's an example: Let's say I want 2 yellow squares 5 by 5 pixels in size appearing in the center of the screen on top of all the other applications, unclickable and invisible to a printscreen.

[Edit]

I forgot to mention that I'm using Visual Studio 2010 on Windows XP.

Solution

in windows you can use the GetDC-function. just a minimalistic example:

#include <Windows.h>
#include <iostream>

void drawRect(){
    HDC screenDC = ::GetDC(0);
    ::Rectangle(screenDC, 200, 200, 300, 300);
::ReleaseDC(0, screenDC);
}
int main(void){
    char c;
    std::cin >> c;
    if (c == 'd') drawRect();
    std::cin >> c;
    return 0;
}

but since Windows Vista it is very slow