The Scripting.Dictionary object is marked as having a "Both" threading model, which means that you can freely assign it to a Session or an Application variable. However, the actual threading model for this object is "Apartment", which means that you should use it only at the page scope level. You can't assign it to an Application variable, and even if you get no error when assigning it to Session variable, you are discouraged from doing so, because this action severely affect the scalability of your site.
The registry entry for the Dictionary object is corrected by the Visual Studio setup program. If you haven't installed VS6, you should manually edit the Registry. To do that automatically, copy the following text to Notepad, save it to a .REG file - say, DICT.REG - and double click on it to merge its contents to the system registry: