OCX Build File Rule?

Question

In my quest to use an OCX file as a resource in my project, I initially started to use Visual Studio C++ Express Edition which easily allowed me to add the OCX file as a resource and view/utilize its functions. However, upon upgrading to Visual Studio 2008, whenever I try to use the OCX file as a resource (in C++ mode) it asks for a build rule, or if I want to create a new build rule...Can someone walk me through creating a build rule? or have a build rule for OCX files?

Thanks in advance.