I am not real sure about why your activex object is not working, but from your posting it appears that the examples do, correct?
One great test of the control is to try and use it in another programing language. I have tested controls in excel, however I am nto sure how excel handles activex events.
Other than the examples you may want to look at
the LabVIEW Help for the Register Event Callback property node for more information.
The Windows Connectivity Chapter of the LabVIEW User Manual also contains more information on LabVIEW and ActiveX.
I hope these help