I was able to solve this problem by install Visual Basic 6.0 and Service Pack 6 for VB6, the control is in mscomctl2.ocx file.
Alternatively, the problem can be solved by installing the windows common controls pack manually.
Follow the article: https://support.microsoft.com/en-us/kb/957924
And it seems in order to install this pack, Visual Basic 6.0 sp6 needs to be installed?