I was trying to do the same thing a while back (I was unsuccessful). PLEASE let me know if you make any progress.
Someone said I would need to make use of a subclassing method to do this, but that is a very advanced and not-so-simple method of VB programming.
I was working on a macro that would insert a component into an assembly by just typing in the part number (no need to browse to the component). Problem was, I could not convert the mouse position coordinates to model space coordinates when the user clicks the mouse in open space (like the regular 'insert component from file' works).
I ended up requireing the user to click on the model to get a 3D point in model space for my macro as a location to insert the component. If nothing is selected, the component is inserted at 0,0,0.
Again, PLEASE let me know if you make any progress.
Thanks.