ActiveX Tutorials

I'm going through the ActiveX tutorials but am having problems getting the examples to work as they should. When I place a simple component onto a form and run the project, the result is opened up Internet Explorer rather than on a form. I've tried changing the project properties so that the StartUp Object is Form1 but to no avail. Does anyone have any ideas?
btw I'm using vb6.

You need to have two projects in a group - one is the ActiveX control or DLL, and the second is a normal EXE project. Set the EXE project to be the startup project, and pop your control onto the form.

- gaffa