ActiveX under non-admin account

Hello

question. Since SP2 there is cool feature - Information Bar.
If I browse the page with ActiveX inside it tells me that I should
install it (or not...). But, there is a little problem -
Information Bar is popping up only in the case when I'm under the
administrator account. If I'm the simple user - nothing is happening
and instead of the active content I see only the border with (x) inside.

This is what happend under the restricted account of my daughter:
she likes to play the shockwave games from www.disney.de. But after
releasing the new player she started to get only these empty boxes
without any notifications. I had the experience with that before
and just visited these pages to get ActiveX to be installed (sure,
it's working under the administrator account). After that everything
is fine (until the next release of the shockwave activex).

Is there any way to fix this behavior - I mean, to get notifications
from InfoBar under the restricted account? Or this is 'forgotten by MS'?

Thanks...