ArcGis/Arcmap macros exporting selected layers to shapefiles

I was looking through the scripts on the esri site and found this one
http://arcscripts.esri.com/details.asp?dbid=14076
The download results in a .dll
exportsels.dll

From the download page: (above)
Summary
This is a simple command that will export all selections across all
layers to a specified folder. Saves time so that you won't have to do
them one by one.


I am just getting the hang of installing visual basic modules (.bas)
and using the resulting macros, but I don't have a clue as to how to
use this .dll as a macro or any other way.

Any help would be appreciated.

Thanks
jbl