XLL Excel addin in unmanaged C++

Starting out with the SDK can be a bit unpleasant. I'd suggest you try one of the toolkits:

• XLW (http://xlw.sourceforge.net/) is a standard open-source C/C++ wrapper.
• Keith Lewis's NXLL library (http://nxll.codeplex.com/) might be worth a look if you are feeling a bit more adventurous, and like modern-looking C++.
• The Rolls-Royce of C/C++ toolkits for Excel is XLL+ (http://www.planatechsolutions.com/xllplus/).

Of course for managed code, or to make a C# wrapper that calls your unmanaged C++ code from .NET UDFs, you'd use Excel-DNA (http://exceldna.codeplex.com).