It sounds to me like you're running Windows XP with Service Pack 2. That installs a patch that's supposed to plug a security hole having to do with ActiveX files. Of course, what Microsoft knows about security could fill a leprechaun's shoe. Anyway, when SP2 gets installed it's default settings won't allow ActiveX controls to be run without your permission. That's why you have the option to say Okay. Why no other option? Beats the fru-ha-ha outta me.

Try this:

• Open Internet Explorer
• On the Tools menu, click Internet Options
• On the Security tab, click Custom Level
• Do one or both of the following:
  • To turn off the Information Bar for file downloads, in the Downloads section of the list, under Automatic prompting for file downloads, click Enable
  • To turn off the Information Bar for ActiveX controls, in the ActiveX controls and plug-ins section of the list, under Automatic prompting for ActiveX controls, click Enable

I hope I'm remembering those options right. I'll double check one of the test computers in the lab and repost if it's not. *lol! Don't know if it will work or not, but it's worth a shot. I had so much trouble with SP2 I uninstalled it or I might know more to tell you. LOL!!!