How to add my object to Insert Object dialog in MS Office

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MFC

Office

Can you tell me how to add my Program name to Insert Object dialog in MS Office ?
I want my obj act like an image and when users double-click to it, my program will open. (like MS Math Equation)
And how to make an object that users can interact directly (I think it's only possible in PowerPoint, like WMP) ?
Thanks very much.