I would like to know in general, but this question came up when I was trying to use IWMPMedia (http://msdn.microsoft.com/en-us/library/dd563397(v=vs.85).aspx) which is an Interface. I was unable to use it in the normal object sense where I could instantiate it with the “new” keyword.
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IWMPMedia is a COM interface. You get its declaration by adding a reference to c:\windows\system32\wmp.dll
COM interfaces don’t behave very much like C# interfaces. You can never create an instance of a C# interface with the new keyword. But you can with a COM interface. But not IWMPMedia, you get an instance of it by using one of the other interface methods. Like IWMPPlayList.Item or IWMPCore.currentMedia. The programming guide for Windows Media Player is available here.