Embedded charts with events not working?

I've followed the instructions found on this page:
http://www.computorcompanion.com/LPMArticle.asp?ID=221

Adding this code to my workbook:

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And added a class 'ChartWithEvents' containing this code:

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However, when I click on a point, I don't get the message box. Nor do I get the message box 'Select'. I do get the message boxes when activating and deactivating a worksheet (and supposedly activating/deactivating events).

Why is 'ChartWithEvents_Select' not working?

Also, how come I don't get 'Workbook_SheetActivate' when I first open the Excel workbook? And how do I trigger on this occassion to do proper setup?