Well, the download page for the VB6 package doesn't say Windows 7 anywhere (or Vista for that matter)...and if it's shipped with 7 as your link says, shouldn't it be just working?
MsgPlusTweak gives me this:
Run-time error '339':
Component 'COMCTL32.OCX' or one of its dependencies not correctly registered: a file is missing or invalid
And upon running MsgPlusLibFix, this error comes up, regardless of whether I elevate it:
Windows cannot access the specified device, path or file. You may not have the appropriate permissions to access the item.
Running the VB6 setup elevated did nothing different. I have since fixed the problem by simply adding back the .dat files the normal way, with no real loss of quality.