[2005] Add Click Event to an ActiveX Control

I am working with an ActiveX control and need the ability to detect a mouse click. The problem I've run into is that this ActiveX control does not have a Click event. Is there a way to add a Click Event to this control?

Thanks,
Hunter

ActiveX control? .NET or VB6?

Using Visual Studio.Net 2005.
It is an OCX control that comes with the SDK for a software application.
Not sure if my terminology is correct.
It is basically a control that I can add to the form in my vb.net program like a picture box, button, text box etc.

Bueller?
Bueller?
Bueller?
Anyone?