I've posted a new screencast (10 minutes, 48 seconds) which delves a little deeper into the callback functionality of the Desktop Alerts system.
It starts with a demo of the Desktop Alerts from Microsoft Excel, then looks at the code behind the spreadsheet, then digs a bit deeper into the SetCallback() method of the Alert class.
I had hoped to demo it right from the PowerPoint slides like I did at FoxForward, but I couldn't get the Camtasia PowerPoint Add-In to show the actual alerts, so I re-did the demo in Excel.