New cool control from Steve McMahon's vbAccelerator: ExplorerBar
Like all Steve's control's, this comes with really well commented source (browse it online) and demo programs.
And once again I must plug Steve's awesome site and free code. C# snobs (um, I guess that's me now) fear not, both VB and C# code are included.
vbAccelerator site also has three RSS article feeds.