Possibly this issue is related to security contexts and what the WUAgent may or may not be able to do in regard to running the script file embedded in your EXXE file. Conventionally, the OCX would be bundled into a standard installer, as you might see with the Flash Active X installer.
Another way you can approach this is rather than trying to run the script as part of the bundled EXE, use PackageBoot to run the script in a postexecution <program> element, and leave the EXE just as tool to transport and unpack the OCX file.
Detailed information on using PackageBoot is available in the Local Publishing Administration Guide.
If the Xnote-ocx is missing or the software using this file is not correctly installed in your system you get an error message of Xnote-ocx missing DLL file dll file is play an important role while on downloading and installing something in your computers