I don't know a way of adding something that is absent to ActiveX object, because it's compiled already with predefined functionality. As far as I know you'll have to add couple OpenGL functions to an existing ActiveX control. It seems impossible this way.
Some skilled guys using external OGL functions (CIN's or DLL's) and then calculated results represent as a bitmaps on XY graph or on a Picture Control, updating these bitmaps. But they had to implement 3D graph OGL calculations using their own math knowledge and skills.
Sergey