This indicates an attempt to exploit a vulnerability in the HPeDiag ActiveX control in hpediag.dll.
The HPeDiag ActiveX control is vulnerable to information disclosure and arbitrary code execution exploits. A remote attacker may be able to access arbitrary files or registry keys, and possibly execute code on a vulnerable system.
Impact
System Compromise: remote attackers can gain control of vulnerable systems. Information Disclosure: remote attackers can gain sensitive information from vulnerable systems.