Michael Creasy's blog talks about how to create a basic add in.  I started by downloading his sample app and running his install scripts.  At first it didn't work, but I'm pretty sure it was my fault.  Today I was able to run the scripts and get a hello world dialog to pop up within MCE2005.

I then started work on my own add in to make sure I could do this from scratch.  The app itself is pretty much the same thing Michael did.  Here are a few things I learned that may help when following Michael's example:

1. You will need to generate a GUID for the registration xml file.  You can use guidgen.exe to do this.
2. You will need to add your public key to the config file.  Once you compile your dll you can use this command to get your public key: sn.exe -Tp <assemblyname.dll>

Now that I have a small sample working I'll start looking into the sdk a bit more.  I'll post what I learn.