See there's your problem - Vista. It's built it features prevent automatic registration.
>> Start - Programs - Accessories - Right click command prompt and run as administrator then register from the command prompt.
This was pulled from a few websites and seems pretty common.
When you have this figured out, please document the fix and send it to me so I can post it on my site.
BTW Here are the other files you need to register
regsvr32 DXAnimatedGIF.ocx
regsvr32 a.ocx
regsvr32 msdxm.ocx
regsvr32 MSCOMCTL.OCX
regsvr32 MSINET.OCX
GeorgeS