With MDIActiveX.ocx you can create a MDIChild Form in an ActiveX-DLL. (even seperate menus and accelerator keys are supportet!)
Assumes
Put the Control on the MDIForm of your Project and on the Forms in the ActiveX-DLLs. Set KeyPreview=True. Add a menu (if you want to) - Thats it! When the ActiveX form is loaded it will be changed into an MDIChild form!