i don't know about this msi, but it is strange that it doesn't register the OCX because it's precisely the point of an installer to make the product available...
you can register it manually by opening the QlikOcx.OCX file with regsvr32.exe (usually located in c:\window\system32)
your error may also come from a 32/64 bits version problem (if you use the ocx in an application, it must be the same bitness (?) as the hosting application)