Recently I was struggled with issue where ActiveX component developed in Visual Studio 2005 was working on some machines and failed to load into browser window on another.

It was no evidence on what is missing until I spot a message where it was complaint about missing Miscrosoft.mshtml assembly.

It turnout that the Visual Studio 2005 Setup wizard is not adding this assembly into dependency list and therefore into package.

To fix the problem I manually added Miscrosoft.mshtml.dll and stdole.dll to the setup project to copy them into application folder without registration.