New Post: Problems to add shapefile in a map

I believe "IESHIMS.DLL not found" is a common warning, nothing to worry about.
MapWinGIS is not directly using this dll.

As I understand it correctly you only have the problems while debugging the ocx? Or are you debugging your own application?
If you are debugging the ocx you might consider debugging your application instead and use the ocx as a 'black box'.