Try this example patch it should have enough in it to get you going.
There are print objects in the patchers to echo the messaging look at the patchers carefully.
Main thing is the path of your waveshell plus the plugin ID code which needs to be supplied to the vst object. You get the codes from the printids message. The ID list used to come out of the 7th outlet but on my system that doesn't seem to be happening anymore. They will be in parenthesis in the Max Window for example:
vst~: C1 comp-gate Mono: 1129270605 (COMM)
Generally I get Waves to work with MSP but sometimes it is a bit temperamental.