Looking at the post thus far, you may want to give this a shot:
The file comdlg32.ocx is, as was mentioned used for Active X. The file should reside in the System 32 folder in Windows XP. The file is actually a CMDialog Active X Control.
Here is what I would do. Boot in the Safe Mode. Look in the System 32 folder. See if the file exist. Be sure you have a copy of the file. Yes, it should be included in the VB5 and VB6 Runtime files. However, if you want to install just that file, rename the file in the folder if it exist. Then place the new file in the folder. If the file is downloaded as a single file as a zip, just unzip and drop it in the folder.
If you just install VB 6 Runtime it should install the file. However if the existing file is there, it likely won't.
You can find info here:
Also, the .ocx files are like .dll files. Having the file in the System folder is not enough. The file needs to be "Registered" in the registry much as a .DLL needs to be registered. Next you have to register the file with the registry. If you are not familiar with using regsvr32 this may help:
Hope that helps a little.