You should use ATL(ActiveX Template Library). Search the web for 'ATL tutorial'.
You can implement a control without helper classes or templates but it will be complex. You would need to start by implementing IClassFactory and go from there.
http://www.adtmag.com/joop/crarticle.asp?ID=1572
http://msdn.microsoft.com/library/de...ivex/intro.asp