I am trying to write a Visual 2005 C++ program to grab the current url
from the active IE window...  I am stuck.. here is what I've got so
far:

#include "stdafx.h"
#include <iostream>
using namespace std;
#include <windows.h>
#include <objbase.h>
#include <exdisp.h>
#import <shdocvw.dll>

int main()
{
long check = 0;
HRESULT hr;
BSTR *strRay = new BSTR[1000];
SHDocVw::IShellWindowsPtr spSHWinds;
IWebBrowser2 *m_pWebBrowser = NULL;
IDispatchPtr spDisp;
CoInitialize(0);
spSHWinds.CreateInstance (__uuidof(SHDocVw::ShellWindows));
check = spSHWinds->GetCount();
for (long i = 0; i < check; i++)
{
_variant_t va(i, VT_I4);
spDisp = spSHWinds->Item(va);
SHDocVw::IWebBrowser2Ptr spBrowser(spDisp);
if (spBrowser != NULL)
{
hr = spBrowser->get_LocationURL(strRay);
//HRESULT IWebBrowser2::get_LocationURL(BSTR *pbstrLocationURL);
}

}
cout << (check - 1) << " ie windows are open\n";
cout << hr << " is the url\n";
return 0;
}

You mean grab the URL from an IE addin that you're creating, or from a
seperate running process?

you can find the window with a window class "IEFrame" and the highest z-order
See my article
http://www.codeproject.com/shell/AutomateShellWindow.asp