How To Use Late Binding To Invoke Method With ByRef Parameters

I have a COM component that I want to call using late-binding from VB.NET (using Primary Interop Assembly - PIA method). My IDL signature for the COM method looks like:
HRESULT Send([in]BSTR bstrRequestData,
[out]VARIANT *pvbstrResponseData,
[out]VARIANT *pvnExtCompCode,
[out,retval]int *pnCompletionCode);

So 2 'ByRef' parameters in VB.NET lingo, and a return value. I attempt to invoke this method like so:
Dim parameters(2) As Object
parameters(0) = "data"
parameters(1) = New Object()
parameters(2) = New Object()
Dim p As New ParameterModifier(3)
[Code] .....
This fails spectactularly with an exception: {"Invalid callee. (Exception from HRESULT: 0x80020010 (DISP_E_BADCALLEE))"}

I assume this means I'm doing something wrong in my parameterMods array. Because if I comment out setting any value of the ParameterMods array to 'True' - it works. It of course doesnt update the parameters that are [out] parameters and so it's not working as intended. Is there something else to consider since the method also has a return value? The MSDN example pretty much does exactly what I am doing, with the exception that example did not have a return value.