I got it!

Here's what I did. I was looking on M$ support site and it said something about these files needing to be in the path. So I edited the autoexec.bat and used the following path:
path=c:\windows;c:\windows\command;c:\windows\system;c:\windows\system32
Then I ran the runme.bat. Still didn't work. So, at the DOS prompt I moved to the c:\windows\system32 folder and ran it manually, it worked fine! I thought that was strange...
If I ran the regsvr32 file I got from HC or from the M$ support site by typing "regsvr32" I got a dialog box with an OK button (no text at all). If I went to the c:\ directory and ran just regsvr32 so Windows had to look in the path I got a dialog box with a bunch of text. I looked on the system, and sure enough there was a regsvr32.exe that HC includes and one in the c:\windows\system folder. Here's what's interesting.
Description, Filename, Size (bytes), DateWorking: regsvr32.exe, 40,960, 04/23/99
Not working: regsvr32, 9,720, 08/23/01
The one that worked cameon the system, the one that didn't work I got in the Lazarus install zip and from M$ site.
Just thought I'd pass the information along. Let me know if you need any further information.
Thanks. Brian