Hi John
OLE is actually no longer officially supported. The 'recommended' practice is now save to PDF and place the PDF into the project. This is unfortunate because it is no longer directly linked. From what I know, this was not because of Grapshisoft, but because of Microsoft's (lakc of) support of OLE.
What you describe can probably still be done (I haven't tried it in so long), but you may have to look up some old OLE articles here and/or on the Wiki to find that information.
Good luck.
Cheers,
Link.