>I am using WinNT 4.0 SP5 with Explorer 5. Should it be registered. The error I get is that it is not registered, not that it is not there.

What's the name of the OLE Server you're registrering? It should be Shell.Application. The following code works perfectly under NT with SP3 or later:

ox=CREA('Shell.Application')
ox.SetTime()

The provider is not SHELL32.DLL, in spite of your belief to the contrary, it's SHDOC401.DLL with IE5 5.00.2314.1003 installed under both NT and Win98. The GUID is {13709620-C279-11CE-A49E-444553540000}