The solution is quite simple after you guys helping me out :-) As it turns out i need to do something like this:
string someString = "TestME";
_bstr_t s(someString.c_str());
*returnme = SysAllocString((BSTR)s);
Works well for me.
I am answering this myself so that maybe someone else with this issue wont need to search any longer. Hopefully this will help others too.