All of us have been there someday... ^^
It can be for a lot of reasons, what Abhinav S has answered you is correct.
You should check if you are using a special ActiveX which is not registered and then register it:
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBMQFjAA&url=http%3A%2F%2Fsupport.microsoft.com%2Fkb%2F146219&ei=wb-mTZyRI826hAeZq6zfCQ&usg=AFQjCNEQCMFV9VYa-uZXpiKk4IOl7N4OjA[
^].
You should download and install also the redistributables from your VC version (see Abhinav S post).
If you have selected not to statically link the MFC libraries you should add them also (search for that "mfc libraries needed deploy" in google and you'll get more info on that...).
Put the dll's your project use in a accessible folder (the first attempt is the same folder of the app).
...
Google for "deploy VC (put the version here) MFC application" and you'll get further help on that topic...
HTH...