Short for OLE Control Extension, an independent program module that can be accessed by other programs in a Windows environment. OCX controls end with a .ocx extension. OCX controls represent Microsoft's second generation of control architecture, the first being VBX controls written in Visual Basic.

Both VBX and OCX controls have now been superseded by ActiveX controls. However, ActiveX is backward compatible with OCX controls, which means that ActiveX containers, such as Microsoft's Internet Explorer, can execute OCX components.

From: http://216.239.59.104/search?q=cache:ZeIpZRTRifMJ:www.webopedia.com/TERM/O/OCX.html+ocx&hl=en

An ocx is just a component control, without having a container object perl has no way to access them.

"Perl for Win32 cannot currently use OCX controls, which require additional OLE support."
From Learning Perl on Win32 Chapter 19

"The Win32::OLE module uses the IDispatch interface exclusively. It is not possible to access a custom OLE interface. OLE events and OCX's are currently not supported.

Actually, that's no longer strictly true. This module now contains ALPHA level support for OLE events. This is largely untested and the specific interface might still change in the future." from the Active State docs on Win32::OLE

update:
I wouldn't say that not supporting an ocx is defective of perl. OCX's are designed to compile with a vb project. Which is different from OLE, you can add OLE support into an OCX but the application that compiles the OCX does the automation the functions for the OCX are added to the applications. From further reading of Win32 Perl Programming bvy Dave Roth, and MSDN it appears that ActiveX (.ocx files) can be built to include an IDispatch interface. If this ocx lacks that it needs the container object.