Many versions of UNIX have a useful concept built in to their dynamic linker: by setting an environment variable (usually LD_PRELOAD), a user can force a shared library to load before all others. While I wasn’t able to figure out how to exactly replicate this functionality on Windows, I found a snippit on page 794 of Programming Applications for Microsoft Windows: Fourth Edition, by Jeffrey Richter, on how to come close. On this page, Mr. Richter explains a way to force an executable to load a dynamic library before it begins executing code. While this is only one of several ways he suggests to achieve this goal, I was drawn to this one because it seemed the most flexible.
Mr. Richter entitles this method Injecting Code with CreateProcess. Basically the idea is to actually change the code that the process will execute, before the process even begins executing. By writing some careful self-modifying code, you can add instructions to a process which loads a library, then replaces the original instructions and begins executing them as if nothing had happened.
This method can be extended to force a process to execute virtually any instructions before it begins executing its original code. However, the operating system security ensures you can only do this to processes for which you have appropriate privileges (such as any processes that you create).
The source code for my implementation of this idea is on GitHub at https://github.com/sengelha/win32-ldpreload.
This was a proof of concept written in 2001. Microsoft Research provides a far more capable code injection application called Detours.