You perhaps need to modify your setup to not only copy the OCX into the program folder or system32, but also register it. Installshield (express) does recognize COM or ActiveX classes within the setup files, at least offers to autodetect these and register them at setup time. Inno does not do that automatic.
It seems you are using the API function DllRegisterServer in your application to register the OCX, which is not the way to go since way back, although it still worked up to XP.
In Inno you specify to register an OCX this way:
[Files]
Source: "ComCtl32.ocx"; DestDir: "{sys}"; CopyMode: alwaysskipifsameorolder; Flags: restartreplace sharedfile regserver
The regserver flag does make inno register the file. And as said you need the ocx file and the helper dll COMCTL32.DLL, but only the OCX file is registerd, not the DLL.
Bye, Olaf.