This is what I have so far and, being used to the .NET environment and
not having its excellent documentation... Well, I can't figure it out.

My function is extremely simple, but not yet complete because it has
the target cell hard-coded. I want the cell to be the in the next
column to the top of the selection. So if the selection is from C17:C33
then the following should be created in cell D17: =AVERAGE(C17:C33)

My function's code so far:

Range("g20") =
Application.WorksheetFunction.Average(Application. Selection)