Reality TV0 min ago
Active X
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As part of Microsoft, you shouldn't have any trouble. We get a lot of discs at work (a school) that use ActiveX controls as part of their presentation (launched through Internet Explorer). However, if (say) you were on www.dodgyxxxadultsite.ru, then allowing an ActiveX control is probably not a good idea.
Lots of sites run little programs that you won't know are running on your PC. Most of these are harmless and necessary to the way the site works. However, some sites will try to use legitimate types of controls or programs to hijack your machine in some way. You just need to find a working balance between total paranoia and letting anybody who can access your machine have free rein!
There's a load about zone.com here that should put your mind at ease.