That's a common file. When things like that happen with Windows programs you can just http://www.google.ca/#hl=en&q=mscomctl.ocx&btnG=Google+Search&meta=&aq=f&fp=6393c88910a58a95 the file and you will find download links. Links like http://www.ocxdump.com/download-ocx-files_new.php/ocxfiles/M/MSCOMCTL.OCX/6.01.9782/download.html or http://www.microsoft.com/downloads/details.aspx?FamilyId=25437D98-51D0-41C1-BB14-64662F5F62FE&displaylang=en, which is designed to fix problems with that exact file.
You'll want to put the file in your system32 folder (c:\windows\system32). But Just use the Microsoft package. It should do it automagically.
It may work to have the file in the folder for the program you want as well, but that wouldn't fix the problem for other programs that need it.