They must be ActiveX DLLs if they need registering. In which case, in the installer you deploy your application with, you will have to inform it that they are self-registering COM DLLs and to handle them accordingly.
When you add a reference to a project to a COM DLL the IDE will generate an interop assembly for you, which the deployment project wizard will pick up, but I dont think it will pick up the other dependancy, that is the DLL you generated it for. So you will have to add both your interop assembly and the original COM DLL to your setup project if either of them isnt there.