I've found the solution:
in order to allow .NET activex auto update, we need to add following key manually:
for x64 client machine:
Key: HKEY_CLASSES_ROOT\Wow6432Node\CLSID{GUID}\InstalledVersion
with name: (Default)
of type: REG_SZ
with value: 1,5,3,2 (it will be your assembly file version, exactly as you have defined in HTML tag OBJECT for cab version.
Please use decimals with comma separator.
For x86 target machine I think it's the same, except for wow6432Node key.
Note that is possibile accomplish by MSI project without write any code..