hmm difficult one. Probably you need to build an extra layer between the COM object and Mendix e.g. a webservice. Example: Mendix cannot directly communicate with MS COM, OCX or DLL. However there are hosted applications e.g. Silverlight 4 to communicate with COM objects.
You can expose a webservice from Mendix to Silverlight and then allow the talking from Silverlight with the COM object.
I have never did such a thing and I don't know the context in what you are trying ultimately but this could be a possible solution to communicate with COM objects. ( I think....)
More practical samples:
This problem is not really Mendix related, I suggest taking a look here