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>The SHellobject is a COM interface to a lot of Windows interface elements. You need a relatively new version of SHell32.dll that ships with IE4, NT SP3 (I think), and all later versions of windows (including 98). Do a search here on shell32 for a thread on this a couple of weeks ago.
Eric - I know I'm preaching to the choir here, but for this to work, IE is definitely needed - the "N" word doesn't implement InternetExplorer.Application, so just the shell components alone aren't going to help...