Automation

Is it possible to call OLE commands from IGOR to run another piece of software and use all the "external" function available for this software.

Igor can not function as an ActiveX Automation Client which is what you want.

Take a look at the Call Microsoft Word demo (File->Example Experiments->Programming->CallMicrosoftWord). That is as close as Igor gets to doing this without writing a complicated XOP.

Igor can serve as an ActiveX Automation Server. See "Igor Pro Folder\Miscellaneous\Windows Automation".