ActiveX Document running problem

Hi everybody,
If you know the answer, please let me know.

I am creating ActiveX Document following MSDN - chp "Creating an ActiveX Document"
When I try to run it, my created "FirstDoc.dob" file opens (via Explorer) in VB with the message "User Documents are not allowed in Standard EXE and UserControl project types. Item(s) not loaded." I don't have my activeX document on the screen (and of course cannot do anything).
I followed exactly MSDN. What did I do wrong?