Хочу поделиться радостью. Препарировал буржуйскую надстройку и наконец увидел как это делается. Ключевой фрагмент Application.MacroOptions. Вот код двух процедур:  
 
Sub AddDcfcFunctions()  
   '  
   'To be added to User Defined section  
   '  
     
   Dim fNames() As String  
   Dim fHelpIds() As Integer  
     
   'Help file  
   Dim sHelpFile As String  
   Dim bGotHelpFileOk As Boolean  
   bGotHelpFileOk = GetHelpFileLocation(sHelpFile, False)  
     
   GetFunctionInfo fNames, fHelpIds  
     
   Dim lb, ub  
   lb = LBound(fHelpIds)  
   ub = UBound(fHelpIds)  
     
   Dim i As Integer  
   For i = lb To ub  
       Application.MacroOptions Macro:=fNames(i, 0), _  
       Description:=fNames(i, 1), _  
       HelpContextID:=fHelpIds(i), HelpFile:=sHelpFile, _  
       Category:=14  
   Next i  
     
     
   'Application.MacroOptions Macro:="SuperFit", _  
   '    Description:="Sums or counts cells based on a specified fill color", _  
   '    HelpContextID:=1100, HelpFile:="c:\tmploc\dcfc_help.chm", _  
   '    Category:=14  
End Sub  
 
Sub GetFunctionInfo(f() As String, ID() As Integer)  
   'Fills f with 0 to n-1, 0 to 1 and helpIds with 0 to n-1  
   '  
   Dim n As Integer  
   n = 9  
   ReDim f(0 To n - 1, 0 To 1) As String  
   ReDim ID(0 To n - 1) As Integer  
     
   'Linear Interp  
   f(0, 0) = "LinearInterp"  
   f(0, 1) = "Given a source data set (X, Y values), uses linear interpolation " & _  
       "to calculate corresponding output values for one or more input values"  
   ID(0) = 1100  
     
   'Spline  
   f(1, 0) = "CubicSpline"  
   f(1, 1) = "Given a source data set (X, Y values), uses cubic spline interpolation " & _  
       "to calculate corresponding output values for one or more input values"  
   ID(1) = 1200  
         
   'FlexSpline  
   f(2, 0) = "FlexSpline"  
   f(2, 1) = "Fits a 'Flexible Spline' curve to a set of source data points, and " & _  
       "then evaluates one or more X values based on the curve.  The shape of the spline can be" & _  
       " controlled by setting the curve slopes at any source point."  
   ID(2) = 1300  
     
   'Polynomial  
   f(3, 0) = "PolyFit"  
   f(3, 1) = "Fits a polynomial curve of specified order to a set of source data points, and " & _  
       "then evaluates one or more X values based on the curve.  Options: weight values of " & _  
       "data points, equation constant"  
   ID(3) = 1400  
     
   'PolyCoef"  
   f(4, 0) = "PolyCoef"  
   f(4, 1) = "Fits a polynomial curve of specified order to a source dataset, and " & _  
       "then returns the Polynomial coefficients.  Options: weight values of " & _  
       "data points, equation constant"  
   ID(4) = 1500  
     
   'RegionFit"  
   f(5, 0) = "RegionFit"  
   f(5, 1) = "Using the dataset points in the surrounding region, fits a polynomial curve " & _  
       "calculate an estimate for each given New_X value.  Options " & _  
       "include: fit order, weight values, data subset size, equation const."  
   ID(5) = 1600  
     
   'MovingAvg"  
   f(6, 0) = "MovingAvg"  
   f(6, 1) = "Performs a moving average filter on a set of data (smooths data).  Returns an array " & _  
       "of averaged points as output - (1) highlight cells where output will be " & _  
       "(2) enter equation (3) press " & _  
       "ctl-shift-enter to receive all output points"  
   ID(6) = 1700  
     
   'MedianFit"  
   f(7, 0) = "MedianFilter"  
   f(7, 1) = "Performs a median filter on a set of data (reduces noise in data).  Returns an array " & _  
       "of points as output - (1) highlight cells where output will be " & _  
       "(2) enter equation (3) press " & _  
       "ctl-shift-enter to receive all output points"  
   ID(7) = 1800  
     
   'gaussianSmooth"  
   f(8, 0) = "GaussianSmooth"  
   f(8, 1) = "Performs a gaussian smoothing filter on a set of data.  Returns an array " & _  
       "of smoothed points as output - (1) highlight cells where output will be " & _  
       "(2) enter equation (3) press " & _  
       "ctl-shift-enter to receive all output points"  
   ID(8) = 1900    
End Sub    
 
Великолепно, теперь мы умеем красиво оформлять наши пользовательские функции. Ура.