Which Windows versions have preinstalled MSINET.OCX control

See if this information from technet helps you. The short of it seems to be that it does not come preinstalled, it is installed when you install an application that uses it. You will need to include it in your installation.

It's not shipping with the OS. It is however delivered with Visual Basic. You must include it within your application setup. For details on Vista and Win7 support see: Support Statement for Visual Basic 6.0 on Windows Vista, Windows Server 2008 and Windows 7