Firstly, If you are using P&D for this, then please DON'T. Use VSI 1.1 (from Microsoft) for data consistency and successful deployment.
1) Download the VSI and Install
2) Create a VSI project and refer your .vbp file of the project, so it will takes all files as needed and what your application is using (including CR.OCX)
For CR files, in the system folder, there will be a folder called Crystal(varies with the CR versions) and you have to include those files in the VSI installation project and put them in the same folder name&path in the deployment machine.
3) Save and build the VSI project and it will create .msi file on installation of your app
4) Change the VSI project configuration, as needed.
See, this is bit hard way (for new one's)to make it work on all the OSs you deploy. Once you have done this, you will come to the power of it. I had the same scenario what you mentioned here, and I used what I said and CR works perfectly for me in all OSs (except VISTA). It not that difficult, just once you have it and know it, it becomes more easier.
Hope this helps.