UPD distibution (Delphi 3.0)

I need to distibute a delphi3.0 application that uses the UDP component that comes with delphi. But it gives an error "Exception OLeException Error in module....Class not Registerred". If im not mistaken it is because I need to ship dll(s)/OCX and register them on the target maschine.
My problem: Which Files??