How to create custom workflow activities for use in Sharepoint Designer 2007
http://www.ideseg.com/AddCustomWorkflowActivitiesToSharePointDesignerPart1.aspxhttp://www.ideseg.com/AddCustomWorkflowActivitiesToSharePointDesignerPart2.aspx
Here is another good post on Sharepoint 2007 custom workflow.
http://www.sharepointblogs.com/tbaginski/archive/2007/03/08/HOW-TO_3A00_-Create-a-custom-Windows-Workflow-Activity-and-make-it-available-in-SharePoint-Designer.aspx