I think you mean comdlg32.ocx as I have has the same problem with other software.
Find an FTP search engine (
http://www.ftpsearchengines.com) and do a search for comdlg32.ocx
Download the largest file you can find as it will be the newest.
Save into c:\windows\
and c:\windows\system
and c:\windows\system32
so it can find it anywhere depending on your search path.