OK - Looks like it is not such a big deal. There is a tutorial (via WAPI <GO>) on adding the control to MS Excel. I basically followed that only using a form in MS Access and it seems to work OK. One main difference is in Access, to add a control to a form (not from the tool box) you have to pull down the "Insert" menu and choose "ActiveX Control". Once you do that you will see the Bloomberg Data Control.
From there just make a button to kick off the data request:
Private Sub Command1_Click()
BlpData1.Subscribe "EUR Curncy", 1, "Last_Price"
End Sub
Then you need a callback routine to "catch" the data as it comes in. This is done via the
BlpData1 control itself and the "Data" event it needs to handle:
Private Sub BlpData1_Data(Security As Variant, cookie As Long, Fields As Variant, Data As Variant, Status As Long)
' Do what you need to do with the "Data" such as inserting this into a table or saving to a file, etc.
End Sub
Let me know if you need more details
Cheers,
Prof. H.