error message re active X

When I log on, I get the following error message under a "Microsoft Internet Explorer" title:
"This page provides potentially unsafe information to an Active X control. Your current security settings prohibit running controls in this manner. As a result, this page may not display correctly."
I also get this message sometimes when trying to download some information. It specifically shows up when trying to download a PDF file - the file says "done", but there is nothing downloaded - just a white background. I know my Acrobat Reader works (5.0), as I am able to open previously stored PDF files. I have also tried enabling all Active X controls in the internet security box, but to no avail. I have also shut off my ZoneAlarm firewall - still no success. Any suggestions?
Operating system: NT sp5
Dell XPS 400 w/128mb RAM
screen resolution: 1280 x 1024
Web browser: IE 5.00.2314.1003CO
Anti Virus: InoculateIt v:5.2.5.0
Firewall: ZoneAlarm v. 2.1.4.4

 

Hi,

Here's a MS article: Err Msg: This Page Provides Potentially Unsafe Information to an ActiveX Control

Good luck,