ActiveX events have not yet been incorporated into the event structure. You would have to wait for activex events the same way you did before; setting up a parallel loop to wait on and handle activeX events.
I found a way around most of my problem - by creating an active-X event queue in my initialization state, (prior to my event structure), and placing a "wait for active-X event" within my event structure, (the active-X control appears as a control when I add a new event), I am able to key off the "mouse down" event and pick up the varient data for which button was pressed. I still have one problem, when I click on a portion of the control that is "not" a button, the "mouse down" still registers. I filter this out because the varient data is empty so that's not a problem. My problem is that once I click on a non-button portion of the control, my custom menu locks up. (???) Not sure what the deal is but I'm determined to nail this one.