Goto Microsoft's website and download the VB6.0 Runtime
Or,if u dont wanna download such a big thing,click
here and download this file,extract comdlg32.ocx to %SystemRoot%/Windows/system/ (for Win9x/ME) or %SystemRoot%/WINNT/system32/ (for WinNT/2k) or %SystemRoot%/WINDOWS/system32/ (for WinXP)
then click Start -->Run,type the following command: regsvr32 %path for that file%,click ok,and the system will tell you that the file comdlg32.ocx has been registered