

right klick on the first link, and press "save under.." or whatever it says^^
then, copy it into C:\windows\system32 folder
now, run cmd(as admin if you have vista or w7) and write:
>regsvr32 "name of ocx/dll file"< without the " and >/<
so for you now:
"regsvr32 COMCTL3N.OCX" (without " )
now it should say, "DllRegisterServer ... succeeded"
if it doenst work, tell me