Forum Moderators: open
I don't profess to be an expert on ActiveX (I assume you are referring to an ActiveX control delivering the .cab file for installation), so I hope that another member will be able to answer with more specific information. Have you checked the MSDN documentation? I know that much of it is pretty elderly (it talks a lot about IE3 and IE4!), but the basic procedure hasn't changed much apart from the higher security settings in IE6 meaning that digitally signing your ActiveX controls is vital.
There are a few good articles here [google.com] that give an overview of how to manage your .cab and .ocx files.