The DVR_PLAYER software assumes that you've viewed the browser version of the software. This is the fault of the original software designers. Because the download link is provided on the web version of the site that requires ActiveX controls installed before it's viewed, they assumed it would be installed before you've downloaded the "standalone" software.
To get the DVR_PLAYER software to run on a machine that doesn't have access to the web version, you need to download and include both the missing Remote200.ocx and VideoViewer.ocx files.
To get these, you need to access the web version of the program and download the ActiveX controls. (You already did this if you downloaded the program to your computer).
Next, go to
C:\WINDOWS\Downloaded Program Files and find Remote200 Control and CViewerControl Object. Right clicking and selecting
properties on both of these files will display their download location after CodeBase:
See the image below:
Browsing to those locations in IE will download you a couple of cab files:
RemoteWeb.cab and VideoViewer.cab Just extract those to the DVR_PLAYER.exe directory, and you have a functioning playback program on any Windows computer, even one that doesn't have a network connection to install the ActiveX controls.
Note, if this still doesn't work, you need to make sure to run the DVR_PLAYER.exe as an Administrator.