I have looked everywhere and cannot find any simple solution to this. It must be a single file installer.
I had created it with a simple 2 line batch file
copy .\Files\WGMX.ocx C:\Windows\System32\ C:\Windows\System32\regsvr32.exe /s wgmx.ocx
But translating this simple 2 line batch file into any of the installer helpers I have used has been an incredible nightmare. Any help would be appreciated.
Assuming you want a normal MSI package, this can be done very easy with the free version of Advanced Installer. Just create a new "Simple" project, i.e. the free one, go to Files and Folders page and add your OCX files, than double click it and go to Registration tab, so enable the desire settings.
Very important, if you want the same file in "System32" folder on x64 machines you need to create a separate MSI, with the installation type set to AMD64, option available in Install Parameters page.