Decided to do long back but starting today tonight. The thing starts with Visual Studio installation (you can start with vbs too). So now time to install the Visual Studio in Neo (my laptop). Will update soon with all the steps I am doing. But I need to upgrade the ram in Neo as running VS and Eclipse is just next to impossible.
If you want to create content extension, follow the next, I will be back soon.
How to register an ActiveX Object as the Player for a Media Type:
Safe Initialization and Scripting for ActiveX Controls (specifically IObjectSafety):
Building ActiveX Controls for Internet Explorer:
And of course, Introduction to Code Signing:
I recommend ATL if you are writing in C++, but you can easily create controls in C# too.