CFOBJECT and Internet Explorer

I would like to use an instance of Internet Explorer on the server to parse an HTML document and find all the IMG tags.

A long time ago, I knew how to instantiate IE and get access to HTMLDocument in Delphi, so I know it can be done.

IE is inside shdocvw.dll and HTMLDocument is in MSHTML.tlb.

I just don't know what object name to instantiate within CFOBJECT.

Everything I've tried (SHDOCVW.InternetExplorer, MSHTML.IHTMLDocument, shdocvw.webbrowser) has failed:

The cause of this exception was that: java.lang.RuntimeException: Can not use native code: Initialisation failed.

Anyone know how to get this to work?

Thanks.