It appears that you are using an evaluation copy of ComponentWorks in your program, and you would need to purchase the licensed ActiveX controls in order for this message to go away.
When you purchase a data acquisition card, you also get the NI-DAQ driver. You can make calls to this driver directly from Visual Basic at no extra cost to you. However, National Instruments provides ActiveX controls to make acquiring and displaying data easier. These controls are part of the Measurement Studio software package, and can be purchased by visiting:
http://sine.ni.com/apps/we/nioc.vp?lang=US&pc=bymn&cid=1411