How to use the interface DWebBrowserEvents2 only in Win32 ?

Hello,

Another new question about plain Win32 programming ... I cannot use MFC, or any 
other kind of library.

So here is my question, for one of my developement i need to open an internet 
explorer instance. All is good for now, the html page is loading, we can browse it,
but if the user quit the window i don't get the notification of this close so i cannot 
release my object cleanly. 

After searching on MSDN i found the interface DWebBrowserEvents2, but sadly there 
is almost no information about how to instantiate it and how to make it cooperate 
with me IWebBrowser2 ... 

Is anyone out there that already did that ? 

Fabien.