154036 - How to Disable Active Content in Internet Explorer:
"This article lists troubleshooting steps to help you troubleshoot problems with active content such as ActiveX scripts, ActiveX controls, and Java programs in Internet Explorer. "

Configure Internet Explorer so that it does not run Active scripts automatically:

Configure Internet Explorer so that it does not automatically use items that show active content, such as vertical marquees or animations.

Verify that Internet Explorer's internal Java Just-In-Time (JIT) compiler is disabled:

Configure Internet Explorer so that it does not run Java programs automatically.

While most active content contained in Web pages is safe, some Web pages contain active content that can potentially cause security problems on your computer. For example, an ActiveX control that runs automatically when you load a particular Web page might damage your data or cause your computer to become infected with a virus. Internet Explorer uses safety levels for active content to help prevent this situation from occurring.…

http://support.microsoft.com/default.aspx?scid=kb;en-us;154036