ActiveX Download Issue in Vista's IE 7+

While trying to connect to my internetbank, by trying to download my
certificate, (it says it uses a microsoft activex and if prompted, i have to
accept it) the process is halted, without any further progress. Might this be
a BETA-issue or is there some setting in IE 7+that has to be modified first
for the activex to be downloaded and installed?
Thanks