General rules of thumb:
- Never download random dlls or ocx files off the internet (or exes for that matter). Unless the source is trusted and you are sure the program does what it claims to.
- Never run random shit from a command prompt unless you know what it does. ESPECIALLY
from an elevated command prompt!!!
I'm not accusing DarkSamus of being malicious, but if he was, you would have just royally fucked yourself.
COMDLG32.OCX is part of the VB runtime. The proper solution to this is not to download random components of the VB runtime, but rather is to actually install the VB runtime in full.
Given this is an MS lib, MS should be the only source you should need to trust on this one:https://www.microsoft.com/en-us/download/details.aspx?id=24417
Generally if someone is telling you to manually tinker with your system directory there's almost always an easier/better/safer way.