Below is the example from VBA help that shows how to add members. I don't
find it intuitive but it is the way it is.

Sub AddNewMembers()
Dim myOlApp As New Outlook.Application
Dim myNameSpace As Outlook.NameSpace
Dim myDistList As Outlook.DistListItem
Dim myTempItem As Outlook.MailItem
Dim myRecipients As Outlook.Recipients
Set myNameSpace = myOlApp.GetNamespace("MAPI")
Set myDistList = myOlApp.CreateItem(olDistributionListItem)
Set myTempItem = myOlApp.CreateItem(olMailItem)
Set myRecipients = myTempItem.Recipients
myDistList.DLName = _
InputBox("Enter the name of the new distribution list")
myRecipients.Add myNameSpace.CurrentUser.Name
myRecipients.Add "Dan Wilson"
myRecipients.ResolveAll
myDistList.AddMembers myRecipients
myDistList.Save
myDistList.Display
End Sub