Copio del HELP de InnoSetup:
(Special case) COMCAT.DLL, MSVBVM50.DLL, MSVBVM60.DLL, OLEAUT32.DLL, OLEPRO32.DLL, STDOLE2.TLB
If DestDir is set to a location other than {sys} and the regserver or regtypelib flag is used, then the above files will be considered "unsafe". These files must never be deployed to and registered in a directory other than {sys} because doing so can potentially cause all programs on the system to use them in favor of the files in {sys}. Problems would result if your copies of the files are older than the ones in {sys}. Also, if your copies of the files were removed, other applications would break.
COMCTL32.DLL
Microsoft does not allow separate redistribution of COMCTL32.DLL (and for good reason - the file differs between platforms), so you should never place COMCTL32.DLL in a script's [Files] section. You can however direct your users to download the COMCTL32 update from Microsoft [external link], or distribute the COMCTL32 update along with your program.
La verdad que en mis ultimos paquetes solo distribuyo:
; [Bootstrap Files]
Source: VB6ES.DLL; DestDir: {sys}; Flags: promptifolder sharedfile
Source: msvbvm60.dll; DestDir: {sys}; Flags: restartreplace uninsneveruninstall sharedfile regserver
En teoria COMCAT.DLL, OLEAUT32.DLL, OLEPRO32.DLL, STDOLE2.TLB ya se envian con el propio windows, pruebenlo yo no tuve problemas