It should work provided that:

1) They are in a public class
2) The class has the ComVisible(True) atrribute, etc.
3) You are using regasm.exe or the registration services of the .NET
framework to register the assembly. That is, it does not work with other
setups.

This should work, try it:

<ComVisible(True), Guid(g_GUID), ProgId(g_ADDIN_CONNECT_PROGID)> _
  Public Class MyClass
     <System.Runtime.InteropServices.ComRegisterFunction()> _
     Private Shared Sub RegisterFunction(ByVal type As Type)
              ...
     End Sub

    <System.Runtime.InteropServices.ComUnregisterFunctionAttribute()> _
    Private Shared Sub UnregisterFunction(ByVal type As Type)
              ...
    End Sub