ActiveX
ActiveX is a system designed to allow web pages to do really nifty things that aren't normally possible with plain ole
HTML. For example, some web games (such as those on PopCap), fancy menus, some airline reservation systems, and other "nifty" things use ActiveX. So it seems pretty cool, right?
The problem is that ActiveX scripts have full control to do whatever they please to your computer, with the result that they have the nasty habit of allowing malicious websites to take over your computer and do Bad Things(TM). Microsoft partially addressed this issue with
Service Pack 2; now, Internet Explorer will pop up the
information bar and request your permission before installing or running any ActiveX script. However, it is imperative that you be
extremely suspicious of any website that requires ActiveX scripts unless you trust them wholeheartedly (e.g
Microsoft Update).
For these reasons, we still recommend that you disable ActiveX for most websites (
see below), or switch to a more secure browser (that doesn't even support ActiveX) such as
Firefox.
Controlling ActiveX

ActiveX is a powerful tool, but Internet Explorer gives you the means to exert a huge amount of control over the way ActiveX works on your computer. To do this, go to
Tools >
Internet Options... and choosing the
Security tab. Know this area. Love it. It is your friend.
Completely disabling ActiveX

Click the
Custom Level... button at the bottom of the Internet Options window. This window will pop up. You can select
Disable individually for the options under "ActiveX controls and plug-ins," or you can select
High under "Reset custom settings" which will do it all for you.
How to whitelist certain sites in Internet Explorer
Wait a second, (I hear you asking), if you've just told me how bad ActiveX is, why would I want to allow it? Well, certain important sites, like
Microsoft Update, require ActiveX to function. You can still individually install these controls to make it work, but it's easier to add sites that are known to be good, so you don't have to do that every time.
Go to
Tools >
Internet Options... Select the
Security tab and click the
Trusted Sites icon. A little button should appear labeled
Sites... Click it.
Type the name of the website into the text box. For example, if you're whitelisting
Microsoft Update (which is really the only thing you should need to add), type
https://update.microsoft.com and click
OK in all open windows.