Hi D34D. Welcome to the comunity.
It sounds like you haven't installed the program completely. The missing component's are included as a CAB file in the intitial installer. Did you just jump right in at the latest version? A lot of people do that.
Unfortunately, the later versions are actually patches to the main program and although they are stand-alone programs, they will only run propoerly if your PC has all the activeX components installed correctly.
I would recommend that you download and install the main progam which you can find
here. It is under the heading "Main installs" as "Darwin21".
Then download the newer version from the same page and unzip it into your DarwinBotsII directory (which the installer will set up for you). Version 3.37.6 is the most stable version right at the moment. You will also need a copy of the latest "sysvars2.21.txt" file as the program uses this to interpret the robot DNA. The main install comes with a very primitive version of the "sysvars.txt" file.
download the "sysvars2.21.txt" file from this post and place it in the main "DarwinBotsII" directory. You can leave the old file there too rather than trying to overwrite it.
let us know how you get on.