Code:
http://www.microsoft.com/en-us/download/confirmation.aspx?id=7030
Extract it with 7zip or similar and then as posted earlier by both dirtbikermp3 & Strephon Alkhalikoi, manually register the required file. To do that, first paste a copy of the required file (e.g. comdlg32.ocx) into SysWOW64. Then open a command line window and run this command:
regsvr32 c:\Windows\SysWOW64\comdlg32.ocx
If you have UAC turned on, that command needs to be run as an elevated command prompt.
I have a vague recollection of doing just that after 'pinching' some files from my XP installation for Win7 earlier this year, and comdlg32.ocx may well have been included. If you want only that file so you can use haute's universal patcher, here's the version modified 16th Feb 2010 from VB60SP6-KB2708437-x86-ENU.msi:
[Only registered and activated users can see links. Click Here To Register...].