What can I do if I keep getting error message "Component msdxm.ocx or one of its dependencies not correctly registered: a file is missing or invalid" while installing Spooky2 software?

Windows Vista system too but apparently it is corrupted.
It can be found on the internet but it is dangerous to download system files, especially from sites that are not well known. Anyway, I uploaded one copied from my own computer. My system is Windows 10 but it should work on your Vista, at least it is not going to cause any harm.
Download the attachment, unzip it and take the file msdxm.ocx and place it in C:\Windows\System32.

In detail, go to your computer's root directory (using the Windows file explorer), click on drive C and you should see its files in the right pane.
Close to the bottom, find a folder called Windows.
Click on it to open it.
Scroll down and find the System32 folder.
Take the msdxm.ocx file and drop it (Copy & Paste) in the System32 folder.

If you get a message like: "File already exists, do you want to overwrite..." just click on "Yes" to overwrite.

Spooky2 works on Windows 10, Windows 8, Windows 7, Vista, even on XP. It is, however, a good idea to use the latest version (Windows 10) as Microsoft has abandoned and does not support all those previous versions, except Windows 8 and 10.

For more details, please check the link:
https://www.spooky2.com/forums/viewtopic.php?f=83&t=11493