[Help-glpk] Calling GLPK from VB scripts

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I am having difficulty calling glp_lpx_create_prob in the glpk48.dll from a VB 
script. (I have no choice but to use VB script So I won't waste time and space 
explaining why). The following fragment hopefully will be clear

' ======
Declare Function glp_lpx_create_prob Lib "glpk48.dll () As Object
Sub Main 
Dim lp_prob As Object
...
Set lp_prob = glp_lpx_create_prob()
....
End Sub
' =======

The script dies at the "Set" point.
I have also tried the Declare and Dim as type LPX but this does not work either.

Hopefully someone can put me on the right track.

Max.