Active X error; pics not displayed

I keep getting the message from Internet Explorer when
trying to view certain webpages such as ebay's home page
that my current security settings prohibit active x from
running and therefore the page may not be displayed
correctly. I have tried everything I can think of to try
to fix this and downloaded a patch for IE. Whether it
was the one I needed is a different story. I do not have
a clue when it comes to the technical side of computers.
Please help!!!!!!!!!!
..