There's an article about this here:

http://vbaccelerator.com/codelib/article/linkspf.htm

It's a program which lets you combine OBJ files from Visual Basic and Visual C++.
The problem is that the example it provides in all in assembly code, and I can't get it to work if any C++ functions (e.g. MessageBox) are included. I also don't understand why it's got three different versions of the same functions (HIWORD and LOWORD). Can anyone who's go it working help me out with this?