Excel-DNA (http://excel-dna.net) sample showing how to make a COM Add-In inside the Excel-DNA .xll. Includes reflection-based workaround for version 0.29.

ExcelDna.Samples.ComAddIn.dna

<DnaLibrary RuntimeVersion="v4.0" Language="C#">
<Reference Name="System.Windows.Forms" />
<![CDATA[
using System;
using System.Reflection;
using SWF = System.Windows.Forms;
using ExcelDna.Integration;
using ExcelDna.Integration.CustomUI;
using ExcelDna.Integration.Extensibility;

public class MyCom : ExcelDna.Integration.CustomUI.ExcelComAddIn
    {
	public MyCom()
        {
        }
        public override void OnConnection(object Application, ext_ConnectMode ConnectMode, object AddInInst, ref Array custom)
        {
            SWF.MessageBox.Show("OnConnection");
        }
        public override void OnDisconnection(ext_DisconnectMode RemoveMode, ref Array custom)
        {
            SWF.MessageBox.Show("OnDisconnection");
        }
        public override void OnAddInsUpdate(ref Array custom)
        {
            SWF.MessageBox.Show("OnAddInsUpdate");
        }
        public override void OnStartupComplete(ref Array custom)
        {
            SWF.MessageBox.Show("OnStartupComplete");
        }
        public override void OnBeginShutdown(ref Array custom)
        {
            SWF.MessageBox.Show("OnBeginShutDown");
        }
    }

    public class AddIn : IExcelAddIn
    {
        private ExcelComAddIn com_addin;

        public AddIn()
        {
        }

        public void AutoOpen()
        {
            try
            {
                com_addin = new MyCom();
                // We want to do this: 
                // com_addin.DnaLibrary = ExcelDna.Integration.DnaLibrary.CurrentLibrary;
                // But the DnaLibrary property is marked 'internal' to ExcelDna.Integration.
                // v0.29 workaround: set by Reflection
                com_addin.GetType().InvokeMember("DnaLibrary", 
                    BindingFlags.NonPublic | BindingFlags.Instance | BindingFlags.SetProperty,
                    null, com_addin, new object[] {DnaLibrary.CurrentLibrary});
                
                ExcelComAddInHelper.LoadComAddIn(com_addin);
            }
            catch (Exception e)
            {
                SWF.MessageBox.Show("Error loading COM AddIn: " + e.ToString());
            }
            
        }

        public void AutoClose()
        {
        }
    }
]]>
</DnaLibrary>