I couldn't find an example so I built one just to do it.  One can get Visual C++ Express free from Microsoft here:

I've attached a zipped file of my 'solution' to this post.  I tested with Windows XP under BootCamp on my Apple Mac Pro and on a HP laptop.  Both the serial cable and the Bluetooth BAM work. 

Thanks to Joe Lucia for posting his Delphi 4 source which got me started.

Just unzip my solution and point Visual C++ at the MyRobot.sln file, build and run.  After the Forms window appears select the correct COM port to open and initialize the robot.
If you don't want to build the solution and you have an up to date .NET component then just execute:
MyRobot/Release/MyRobot.exe
from the unzipped file.
 

MyRobot.zip (37 kb)