AddressOf operator in VBA?

I'm trying to multithread a VBA application, based on documentation that I've seen for VB. From what I have heard, I can use the AddressOf operator to pass a Long value to an API function that uses it for a call back. I've cut and pasted code from http://www.microsoft.com/msj/default...897/newnav.htm and seem to be hung up with the following statement:


' Create the thread.
g_hThread = CreateThread(0, _
0, _
AddressOf TheThread.TheThreadSub, _
g_clsLabel, _
0, lThreadID)

The parameter for the "AddressOf" operator is correct, but the debugger keeps telling me I have a syntax error. Specifically, it states that it is expecting an expression from the AddressOf operator. Is this only going to work in VB, not VBA?