can't find a way to handle events on Msforms.combobox from oleobject

Question

I hope you're doing well

I created dynamically a combobox, as following

Private Sub Worksheet_SelectionChange(ByVal Target As Range)
Dim oSh As Shape
Set oSh = ActiveSheet.Shapes.AddOLEObject(Left:=Target.Left, Top:=Target.Top, Width:=Target.Width, Height:=Target.Height, ClassType:="Forms.ComboBox.1")
With oSh.OLEFormat.Object
    Debug.Print .OLEType
    .Visible = True
    .Name = "test"
    .ListFillRange = "Sheet1!C1:C" & Worksheets("Sheet1").Cells(Rows.Count, 3).End(xlUp).row
    .Activate
End With

Next, I want to handle events for each combobox. So after searching on the net, the suitable solution was to create a class named classe1, which has the following code :

Option Explicit

Public WithEvents cbEvents As MSForms.ComboBox
Private Sub CbEvents_Enter()
    do something
End Sub

And then in the main module, I added

Set objMyEventClass.cbEvents = oSh.OLEFormat.Object

I get an incompatible type error

Can anyone help ? thanks

EDIT:

Thanks to the persons who comment, so when I change

Set objMyEventClass.cbEvents = oSh.OLEFormat.Object

to

Set objMyEventClass.cbEvents = oSh.OLEFormat.Object.Object

I have no longer errors, but I can't handle any event (I tired to change _Enter to _Change but it doesn't work)