Microsoft is unstable the way Internet Explorer handles ActiveX controls as of a claim with Eolas Technologies where they are litigating Microsoft for breach of patent for basic web browser technology that creates "plug-ins" and "applets" probable. Thus for now you must click OK always you desire to run an ActiveX control on a webpage.
How you shun having this dialog box happen is shown below.
1. Download Compatibility Patch to revert IE Active X Control Behavior
2. Install the patch
3. Restart PC
4. Effort to access webpage that was giving you error yet again.