Options:

1. Check the Ax documentation and see if it supports either OLE, DDE,
COM, or OLE Automation. If OLE Automation is supported then something
*can* be made to work
2. Check your Excel dictionary references and see if there are any VB
libraries that might be used to send data from Excel to Ax.
3. See if the Ax executable can be open with command line arguments
where an item can be designated on the command line. Then see if you
can use that.