Using MSN Messenger through COM

I'm pretty new at Delphi + COM programming, and I recently downloaded
APIs for MSN Messenger. I also downloaded a C++ .LIB file and 2 header
files. At this point I'm quite stuck, since I don't know what to do
next.

I discovered that I can import the Messenger .EXE as a TLB and I can
convert the 2 header files to Pascal source using Dr. Bobs converter.
The TLB that is created using the import mechanism however does not
contain any of the functions in the API...

Help!