I was introduced to the glory that is the world of Mr. Bunny many years ago. Mr. Bunny's Guide to ActiveX is probably the best book on ActiveX programming ever written.

If you haven't figured it out by now, it's a humor book, but it's the sort of madcap insane geek humor that has enough truth in it to make you laugh more.

My favorite is the first exercise from the first chapter: Connect the dots. (Warning: It's harder than it looks!)