If you have a 64bit system, chances are that under the debugger you are running a 32bit IE while from the desktop you launch 64bit IE. Then, if you ran regsvr32.exe from the SysWOW64 directory it would make sense that only the 32bit IE sees the add-on.
To overcome this you need to:
- Make a 64bit version of your solution, creating a 64bit build configuration in Visual Studio is quite clearly explained here
- Register the produced dll with the regsvr32 from C:\Windows\System32 not C:\Windows\SysWOW64