You need to implement your own COM Property Page;
You register the CLSID in the registry – see Configuration Property Pages on this page
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/BTS06CoreDocs/html/bc85b96e-7b7b-4131-88ec-87b419a61bc2.asp
There are very few details about creating this property page. I gave up and used the standard interface, which you can extend with dialogs