You will have to add an invisible form to your ActiveX DLL project with a common diaolg box control on it, then in your DLL's class Set the common dialog box variable to the form.commonDialogBox control. Here is a very simple example
Dim WithEvents MyCommonDialog As CommonDialog
Private Sub Class_Initialize()
Set MyCommonDialog = Form1.CommonDialog1
Private Sub Class_Terminate()
Set MyCommonDialog = Nothing
I hope this helps.