Im assuming your on IE7. If so try this.
select tools from the menu, then select internet options, then select security, then select custom level.
You will probably find that all the active X settings are off or disabled. Switch them all to prompt and see if that sorts the problem.
If it works you should in future be asked if you want to run active X. Be very careful about what sites you allow to use this as some unscrupulous people use it to cause you harm. Allow only those sites you know and trust.
