For further reference: pls note that this a newsgroup for Outlook and not
for Outlook Express or Internet Explorer.
Regarding your issue: Pls go to Internet Explorer > Internet Options >
Security. Disable there those settings you don't need. You have the choice
whether you want to enable or disable ActiveX controls. Alternatively you
can let IE/OE prompt you each time you would download such content.
Background info: IE and OE share the same settings.
Hope this helps,
Sandor Teglasy