Problem with ActiveX control written in VB

I' can't use any simple ActiveX control written in VB.
If I create an ActiveX control in VB it works fine in VB, Access, etc but it
doesn't work within delphi (I use Delphi4 SP 3); I can insert the control
into a form, I can see its methods and properties but when I run it a task
exception is returned.

Anyone can help me???

Thanks in advance,

Andrea Carrara