.OCX - OLE Control Extensions: In the 1990s Microsoft introduced the concept of Object Linking and Embedding, or OLE, to provide interaction among various programs that need to share data. OLE provides various functions, like the ability to drag and drop data between two applications. It also allows users to embed components from one file inside another, thus producing compound documents.
In this architecture, which is part of the Component Object Model or COM, OLE Control Extensions (OCX files) are used to provide control features such as handling scroll bar movement and window resizing. OCX is the second generation of this control architecture, with VBX (Visual Basic Extensions) being the first. This said, the OCX model has been superseded by ActiveX, though backward compatibility is maintained in order to support the previous architecture and applications developed under it.
OCX files frequently are nothing more than Dynamic Link Library files (DLLs) with the special .ocx extension. They contain the custom controls available to a given application. The advantage of this architecture is the same as that provided by the DLL model – it allows developers to create shareable code that can be imported into multiple applications
Users of Microsoft Windows may find many instances of files with the .ocx extension scattered around their PCs. In general, these files are benign and should not be deleted since doing so may render the application to which they're linked inoperable. Obviously it's possible for a malware application to make use of the .ocx extension, and scenarios may exist in which a legitimate OCX file has been hijacked by malware in order to infiltrate a user's machine.
As always, you should obtain and run a reliable malware/virus scanner with a current set of definition files if you suspect your machine has been infected or compromised in any way.