There's a two-part article on this site you ought to read, I think it will answer all your questions:

http://www.mp2kmag.com/a95--Geocodin....mappoint.html

http://www.mp2kmag.com/a98--Geocodin....mappoint.html

Also, the Pushpin Tool will allow you to export the lat/lon's, this is also good if you don't want to have to do any custom MapPoint development to get up and running right away...:
http://www.mp2kmag.com/downloads/pushpin.tool/

Eric

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