Some one can tell me how to unpack a OCX file which Protected by unkown Protector.

Use a packer identification tool (like PEiD) to identify the packer (or do it manually, by looking at section names and so on). Then learn as much as you can about this specific packer, from tutorials and messageboards, and then unpack it. Not many more tips can be given when so little info is provided.

Yup, delta's pretty much covered it!