I have a problem I'm trying to solve involving interfaceing a C++ program with Excel (an import interface, specifically). The SheetSelectionChange sounds like it will get me most of the way to where I need to be, but I can't find any good documentation or examples on registering the event, using its Range parameter when it's fired, and unregistering when done. My code currently doesn't use the COM wrapper classes; it issues QueryInterface calls to pick up pointers to the interfaces in Excel.
You need to implement the Excel events interface, and then advise on the Excel connection point. Look at Office Automation Using VC++, more specifically point 7. You can also look at Handle Events for Excel using Visual C++.Net