RegSpy is a third party tool which is very helpful at times when most of the registry capturing tools like ComCapture and others, fail. I have seen this tool get registry when ComCapture fails to retrieve registry.
You can download RegSpy from site: http://installsite.org/files/iswi/RegSpy2.zip
Here is how it works:
To get the registries, you need to open a command prompt, drag drop regspy.exe to command window and give .dll/ or .ocx file as the command line argument. It then loads the .dll or .ocx and looks for DllRegisterServer to call. It then redirects the HKCR and HKLM registry entries to HKCU\Software\Substitute\Registry\(filename)\HKCR and HKCU\Software\Substitute\Registry\(filename)\HKLM
You can now export this and use it in your package.
It can be used to capture registries for .exe also (if they exist.)
For a Dll or OCX, it calls DllRegisterServer. For an EXE, it runs it with the -regserver command line.
The best part of this tool is that it doesn't actually create any HKCR or HKLM entries in your system, hence you will not have to worry about registering and unregistering a .dll/.ocx files.