>   CComPtr-like usage:
>   boost::intrusive_ptr<IVideo> video;
>   someObject->QueryInterface(IID_IVideo,(void**)&video);
>
>   Is there a better way? How do you bring intrusive_ptr and
> QueryInterface together?

The technically correct way to use QueryInterface is to pass it the address
of a void*:

void* pv = 0;
someObject->QueryInterface( IID_IVideo, &pv );
IVideo * pv2 = static_cast< IVideo* >( pv );
boost::intrusive_ptr<IVideo> video( pv2 );
pv2->Release();

Thanks for highlighting the ideal QueryInterface usage. 

The (void**) cast is too error-prone, even if you don't care about
technicalities.

Microsoft's CComPtr pushed me in that direction. Their CComPtr provides an operator&, too.

This of course can be encapsulated in a function.

The encapsulation seems to be perfect in most cases. Unfortunately I've to cope with some legacy (template) code for CComPtrs which relies on operator&. :-/ That's why I tried to provide it for intrusive_ptr. Is there a problem beside the void cast with my operator or its implementation?
Of course, I can change the operator's signature to avoid the cast:
template<typename T> void** operator&(intrusive_ptr<T>& ptr)
By doing this nobody uses the operator by accident (or without thinking about it).

Please note that I intend to use the operator with my legacy code only. In all other cases I'll prefer your query interface template.

Thanks,
Philipp