What you need to do is change your security settings here’s the help section from IE
What should I do when Internet Explorer blocks the installation of an ActiveX control?
You should always be cautious about allowing websites to run ActiveX controls on your computer. If an ActiveX control is not essential to your computer activity, try to avoid installing it.
If you are trying to decide whether to install a particular ActiveX control, ask yourself these questions:
• Do you trust the website providing the control?
Don't install an ActiveX control unless you trust the website that is providing it. Click Related Topics for information about how to decide if you can trust a website.
• Do you know what the control is for and what it will do to your computer?
The website should tell you what this ActiveX control is for and provide any special details you need to know before you install it. If this information is not available, you should not install the control.
What to do if you see the following message: This site might require the following ActiveX control: Name. From: Publisher. Click here to install.
This message appears when a webpage tries to install an ActiveX control that has a valid digital signature.
If you trust the publisher and want to install this ActiveX control on your computer, click the Information bar to install it.
What to do if you see the following message: To help protect your security, Internet Explorer stopped this site from installing an ActiveX control on your computer. Click here for options.
This message appears when a webpage tries to install an ActiveX control that you did not request and that does not have a valid digital signature.
To install the ActiveX control anyway (not recommended):
1. Click the Information bar.
2. Click Install software.