看看这些:
如何在Internet Explorer中调试ActiveX控件 [调试COM和ActiveX [ Visual C ++调试:如何调试ActiveX/COM组件? [ Google [

Have a look at these:
How To Debugging ActiveX Controls in Internet Explorer[^]
Debugging COM and ActiveX[^]
Visual C++ Debugging: How do I debug my ActiveX/COM component?[^]

Hope that should be enough. If needed more, just Google [^]it.