I already came up with a solution. Here it is:
Sub checkRealDWGVersion()
Dim RealDWGVersion As String
Dim msgCenterResponseArray As Variant
CadInputQueue.SendCommand ("Version")
msgCenterResponseArray = Split(MicroStationDGN.MessageCenter.GetMessage(0).Message, ",", 2)
RealDWGVersion = msgCenterResponseArray(1)
MsgBox "MicroStation is " & RealDWGVersion, vbInformation + vbOKOnly, "RealDWG Version"
End Sub
Now, to compare this to the MS_REALDWG_VERSION and put the whole thing in an AutoRun VBA!