hey bro, i was also in need of the same isuue but atlast came up wid dis.
this should solve d purpose:
Range r = Connect.myApplication.ActiveCell;
Worksheet sht = (Worksheet)Connect.myApplication.ActiveSheet;
Shape btn = sht.Shapes.AddOLEObject("Forms.CommandButton.1", Missing.Value,
Missing.Value, Missing.Value, Missing.Value, Missing.Value,
Missing.Value,sht.get_Range(r, r).Left, sht.get_Range(r, r).Top,
sht.get_Range(r,r).Width, sht.get_Range(r, r).Height);
OLEObject obj1 = (OLEObject)(sht.OLEObjects("CommandButton1"));
MSForms.CommandButton mbtn = (MSForms.CommandButton)(obj1.Object);
mbtn.Caption = "click me";
mbtn.Click += new
Microsoft.Vbe.Interop.Forms.CommandButtonEvents_ClickEventHandler(main_form_click);