Should be no problem with it, there was an issue with the mouse and the ActiveX container when it was first put in, but it was fixed before CVI 6 was released, so unless you have a beta version it shouldn't apply to you. It would be a good idea to double check by just creating a user interface with a Windows Media Player activeX control, generating the code and making sure that your problem still shows up. If it does you most likely have either a bad windows install or a bad CVI install, you might want to try checking your control in excel to see if it works there, the following document describes how:
http://digital.ni.com/public.nsf/websearch/D0B5CCE7E4899F8886256B7E0001609B?OpenDocument
If it works in Excel then you might want
to try reinstalling CVI.