You are definitely missing a file. Make sure you've added all the necessary files to your package.

Check your references and components to see what DLL or TLB or other files are being used that are not included in the cab. There should be a place for you to add in the included files portion of the Package Deployment Wizard.

I'm sorry I can't help you more cause I don't know what files you need. But maybe I helped point in the right direction?