This is another of those links that you simply must add to your favorites if you develop using .NET. This page tells you when not to use that other very handy website - PInvoke.net. So before you go the p/invoke route, make sure there isn't already a .NET equivalent API available.
Someday, when you can do everything you want purely in managed code and everyone has forgotten Win32, these links will become irrelevant. But today, they are definitely useful!