IE blog have a "good practices for active x updates":

http://blogs.msdn.com/ie/archive/2007/08/13/good-practices-for-activex-updates.aspx

These good practices can be broken down into three steps:

• Add detection logic to your ActiveX control to check for updates
• Build an update executable and launch it out of Protected Mode to install the update
• Give end users and IT Admins the choice to make updates

Hmmm… didn’t Active X can be automatically upgraded ?  :)  Any way, this is best practices.