When I attempt to extract a thumbnail from a simple JPG in Windows 2000 I get
an error.  This works fine in Windows XP and 2003 Server.  
The error is 0x80004002 - "No such interface supported".

I have called ::CoInitializeEx(NULL, COINIT_MULTITHREADED); before running
this code.

Below is the code snippet showing the failure

      DWORD   dwPriority    = 0;
       DWORD   dwFlags       = IEIFLAG_SCREEN;
       HBITMAP hBmpImage     = NULL;
       DWORD   dwRecClrDepth = 8;  
       SIZE    prgSize;

       prgSize.cx = lRes;
       prgSize.cy = lRes;

       hr = pIExtract->GetLocation(wszPathBuffer, MAX_PATH, &dwPriority,
                                   &prgSize, dwRecClrDepth, &dwFlags);
       
       if(SUCCEEDED(hr))
       {
// Failure occurs here...  0x80004002 is returned.
-->            hr = pIExtract->Extract(&hBmpImage);