Nsis setup.exe inside a cab won't get executed
I created a setup.exe (inside: a .dll) with Nsis and a .inf put them inside a .cab and Ie 6 gives the following error:

*** Code Download Log entry (24 Oct 2008 @ 17:04:04) ***
Code Download Error: (hr = 80040154) Clase no registrada

Operation failed. Detailed Information:
CodeBase: http://localhost:8082/OurActiveX.cab
CLSID: {121C3E0E-DC6E-45DC-952B-A6617F0FAA32}
Extension:
Type:

LOG: Item setup.exe being processed.
--- Detailed Error Log Follows ---
LOG: Download OnStopBinding called (hrStatus = 0 / hrResponseHdr = 0).
LOG: Item setup.exe being processed.
LOG: URL Download Complete: hrStatus:0, hrOSB:1, hrResponseHdr:0, URL:(http://localhost:8082/OurActiveX.cab)
LOG: File C:\WINNT\Downloaded Program Files\CONFLICT.7\setup.exe being registered.
LOG: Setup successful installing: setup.exe to (null) destination code(0)
LOG: Setup successful installing: ouractivex.inf to (null) destination code(0)
LOG: Reporting Code Download Completion: (hr:80040154, CLASSID: 121c3e0e..., szCODE:(http://localhost:8082/OurActiveX.cab), MainType:(null), MainExt:(null))

Setup.exe works when run manually. Nsis file:

; Based on example1.nsi
;--------------------------------

; The name of the installer
Name "Setup1"
SilentInstall silentlog
; The file to write
OutFile "setup.exe"

; The default installation directory $SYSDIR
InstallDir C:\

; Request application privileges for Windows Vista
RequestExecutionLevel user

;--------------------------------

; Pages

Page directory
Page instfiles


;--------------------------------

; The stuff to install
Section "" ;No components page, name is not important

; Set output path to the installation directory.
SetOutPath $INSTDIR

; Put file there
File activextest.dll

; To Register a DLL
RegDLL "$INSTDIR\activextest.dll"

SectionEnd ; end the section