To add to my reply...
I also change the installation directory of the OCX to be my application directory--so I know where to register the darn thing. An OCX doesn't _have_ to be in the Windows directory path. (This wasn't obvious to me)

>1. Include the ocx in my distribution directory
>2. Uncheck the ActiveX mark that gets set automatically during the setup wizard
>3. Run, as a post-setup up executible REGSRV32.EXE blah blah blah.