You could register the dll first.
For this example I created a dll named testproject1.dll containing a class named testclass1.
Code:
Option Explicit
Private Declare Function DllRegisterServer Lib "c:\temp\testproject1.dll" () As Long

Private Sub Command1_Click()
Dim retVal As Long
Dim myClass As Object
    retVal = DllRegisterServer
    Set myClass = CreateObject("testproject1.testclass1")
End Sub