Go to the shellfront.org source archive and download the source to a few modules like STBang or V_Bang.. Modules that don't have any features apart from adding !Bang commands. That'll show ya how to do that, without having to sift through gads of unrelated code :)

One other thought - you could have a bunch of .net mini-scripts and create !Bangs using mzScript, then have the !Bangs call the mini-scripts...