You can't call an ActiveX DLL like that. What you need to do is start a std exe project and set a reference to your newly compiled COM DLL, (i.e. ActiveX DLL). Look in Project|References and you should see your server name. If you called your project MyNewDLL, you'll see it in your list of available references. Once you've set your reference, you can instantiate classes from your component.

Dim cMine As MyNewDLL.ClassName

Set cMine = New ClassName

cMine.HelloMessage

Set cMine = Nothing