Leif,
I previously used ActiveX containers created in VB (most are) in a LabVIEW project. If memory serves, all I did was to place the OCX in a file, and manually browse to it using the Active X browser. I had trouble with registering due to some bug or "feature" that wouldn't update the OCX from the registry in LabVIEW. Everytime we updated the OCX, it would break all of our code. Our solution was to NOT register it, and browse to it manually. That worked great.
So, drop in a container open or invoke node on your diagram, right click to open the browser, and choose "Browse" to the right of the name. This will allow you to browse directly to an OCX.
I strongly recommend placing your OCXs in an embedded file within your deployment file structure.
That will make it much easier when you deploy your project.