To change your security settings so you can run ActiveX
controls.
Open your IE
Tools / Internet Options / Security 
Click on the Internet Globe / Custom Level
You will see the choices to activate the ActiveX Controls
there.
   Just a word about ActiveX... activating them opens
the door to a lot of spyware, trojans and viruses as you
will probably see when you start using them.
  Do I have them activated? ummm Yes I do. It just so
happens that a lot of the sites I like to visit use Activex.
  So what I do as a habit, when I have been surfing the
Internet, when I get done I run scans on my puter with
such as Ad-aware to get rid of the little demons before
they have time to do anything to my system.
  If you still find that you do have the settings activated they may
be blocked by one of your programs trying to protect your system
such as Nortons.