Hi,
The OCX is called COMDLG32.OCX and ships with both VB and the Visual Studio serivce packs.
Check your Windows System or System32 folders for the file, if you can't find it you should maybe use Find File to see if it's elsewhere on your system. If it's corrupted you may need to extract it from the VB CD, or maybe try reregistering it using REGSVR32 from the DOS prompt.
- Andy.