I need to create a plug-in (with GUI) for an application that loads them as activeX components (the joy of legacy systems). I've done some googling, but while I can find multiple examples of how to create an activeX component for a web page I can't find any examples for the desktop equivalent.
This question is a bit old, but... I was looking for answers to the very same problem. Namely, I'm trying to write a driver that ties into an older app via an ActiveX control. As a last ditch effort I was wading through msdn and found a link to "All-in-one code framework." Among the dozens of samples is one for CSActiveX. It answered a lot of my questions so I thought I'd share.
One note about the sample it requires a pre-build event so make sure and correct it to point to your copy of rc.exe. I needed to change it for vs2010 anyways.
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