The missing ActiveX Control Wizard
The ActiveX Control Wizard is missing in Delphi 2006 by default.
You can bring it back by adding the following string value in the registry:
I've just found it in a comment to QC25012.
Also see Delphi 2006 Hidden COM Registry Entries.
Regmon reveals another missing registry entry,
"InteropCheck"="True", also mentioned here.