Eric -- including the OCX in your project won't solve the problem. You need to make sure that the users have the OCX on their PCs (probably in the Windows\System directory) and that the OCX is registered. The error you are getting could be due to the fact that the OCX doesn't exist, isn't registered, or even that it has been replaced by a slightly different version of the same file (this can happen, for instance, if the installation routine of another app loads a different/conflicting copy of the file).

There are several ways to go:
A) use the VFP setup wizard to create a new set of setup disks/files, and specify (in step 2) that ActiveX controls should be included. You'll be prompted to specify the ACtiveX control. The setup programs created by the Wizard will install and register the OCX for you.
B) go with a more manual approach -- on each uers's PC, if the OCX doesn't exist anywhere on the users's system, copy the OCX to the Windows/System directory. Once it exists on the PC, from the Start | Run prompt, enter the following: "regsvr32 c:\winnt40\system32\mscomct2.ocx". (Of course, substitute the actual path of the file in each case.) You can also run this command from the DOS prompt.
C) write a batch program or even a FoxPro EXE to execute the steps in option (B) above in a DOS shell.

Option A is really the best. I usually find that the VFP Setup Wizard does a pretty good job at managing these things for you, and it presents a very professional looking interface. (I've given a very-quick description of the wizard, but there are plenty of books that do a more thorough job if you run into problems or questions). But, if you only have a few users, options B or C might make more sense for you.

Hope this helps....