I got asked how/why to create an xll.
The why is easy – they are fast
In detail: xlls avoid the COM interface that VBA has to use to move values in and out of worksheet cells. That COM interface is slooww.
The how is a bit more involved
1. Get a copy of a C or C++ editor, there are plenty but VC2008 (Express) is a good bet:
2. Get a copy of the Codematic starter project here (halfway down):
Read the readme included in the zip.
Open 2. in 1. (say yes to convert the project) and build it to create an xll.
There is a bit more info here which I’ll be adding to in time.
In time you will want to look at the proper Excel xll SDK from MSDN here (currently)