Not sure if you've tried all this (also see links below):
Launch Internet Explorer.
1. On the Tools menu, click Internet Options.
2. Click the Security tab.
3. In the Select a Web content zone to specify its security settings box, click
Internet.
4. Under Security level for this zone, if the security level is set to High,
move the slider down to Medium.
If it is not possible for security concerns to move the slider to Medium, then
follow these steps:
1. Under Security level for this zone, click Custom Level. The Security Settings
dialog box appears.
2. Under the ActiveX controls and plug-ins subsection Download signed ActiveX
controls, click either Enable or Disable.
3. The computer will still be protected from unwanted intrusions while allowing
legitimate program operations to proceed.
4. Click OK to close the Security Settings dialog box. Click Yes if prompted to
confirm the change.
5. Click Apply, and then OK to close the Internet Options dialog box.
http://support.microsoft.com/default.aspx?scid=kb;[LN];174360
How to Use Security Zones in Internet Explorer
http://www.jsiinc.com/SUBD/tip1500/rh1525.htm
Your security settings prohibit running ActiveX controls on this page.
Paul said:
im trying to install mcafee virusscan from mcafee.com.au after i joined for a
year, but there are problems with my activex, ive changed my activex settings
through internet options to suit there requirements, however when i click 'yes'
to allow the two activex controls to work for the installation start, it says
error and that i must press 'yes', however i am pressing 'yes', could anyone pls
be of assistance, mcafee arent any bloody help