So with the new version of Windows, both Vista and W7, this no longer works. It is missing a file that was part of, I think Visual Studio 6 but is no longer included in the new versions of the OS. I had searched out this file long ago and I remember posting it at PMBD. I noticed a thread at BPS about this so I thought I would dig out my file.
Here is the file needed:
https://www.box.net/shared/gezx6oy288Place in Windows/Sysem32 folder then register it.
Go to Start/Accessories/Right Click Command Prompt and Run as Administrator. Command prompt will open to the Windows/System32 folder when run as Admin. Type
regsvr32 comdlg32.ocx.
I did have to run Lucas' Bedding program once as Administrator first, then after that it opens up fine.
Note: For anyone who can work their way through DOS and command prompt, you can also put that ocx file in the Lucas' Bedding folder, you just need to run the regsvr32 command from that folder. So you have to be able to navigate the folder structure in DOS.