The file msrdo20.dll is missing from the installation.
According to the Support Statement for Visual Basic 6.0 on Windows Vista, Windows Server 2008 and Windows 7 this file should be distributed with the application.
I'm not sure why it isn't, but my solution is to place the file somewhere on the machine, and register it using regsvr32 in the command line, eg:
regsvr32 c:\windows\system32\msrdo20.dll
In an ideal world you would package this up with the redistributable.