I'm not sure I fully understand the question. Are you simply trying to run a callback VI in LabVIEW whenever an event for your third party ActiveX object is fired? If so, there are a few examples that show how to do this. You can find them in the NI Example Finder under ActiveX: "ActiveX Event Callback for Excel.vi" and "ActiveX Event Callback for IE.vi".
If this is not what you are looking for, please provide some more detail on what you have done and what you are trying to do in LabVIEW and I will be happy to take a deeper look into it.
Robert Mortensen
Software Engineer
National Instruments