It's not possible using VBA. There is an interface called Smart Documents
which allows you to create a custom task pane. Take a look here
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/odc_wd2003_ta/h
tml/odc_wdwhatsnewinWord2003fordevs.asp
I've read through it and concluded that the whole thing is so convoluted as
to not be worth the bother.

Signature
Regards
Jonathan West - Word MVP
www.intelligentdocuments.co.uk
Please reply to the newsgroup
> Hi, I am wondering whether we can add our own panes into
> the Word task pane in Word XP or Word 2003.
[quoted text clipped - 6 lines]
>
> John