You need to set your session Id in your request header to the response from the login.
I have no idea how to do that in VBA but maybe you can do it through the soap header?
<soapenv:Header>
<xog:Auth><xog:SessionID>yourConnnnectionResultHere</xog:SessionID></xog:Auth>
</soapenv:Header>
Or something similar. (I am not too versed in SOAP)