Register comdlg32.dll gets Regsvr32: DllRegisterServer entry point was not found
See the question and my original answer on StackOverflowcomdlg32.dll is not really a COM dll (you can't register it).
What you need is comdlg32.ocx which contains the MSComDlg.CommonDialog COM class (and indeed relies on comdlg32.dll to work). Once you get ahold on a comdlg32.ocx, then you will be able to do regsvr32 comdlg32.ocx.