Hmm, do you mean BetterMSN? BetterName is also available at the same site (also written by me) and requires MSCOMCTL.OCX, but bettername doesn’t.
BetterMSN has a really intelligent installer which is meant to download this file it you don’t have it, but I got it wrong (one line of code out :() and so it doesn’t. The file is available from http://www.hotmailstuff.com/download/mscomctl.zip , and following windaphoner’s instructions should work.
Thanks to Jeff for pointing me in the direction of this post.