From Here:
http://answers.microsoft.com/en-us/ie/forum/ie9-windows_7/internet-explorer-has-blocked-an-active-x-control/fe6ecb9d-5a39-4253-a553-352058a5a841
Step 1: To troubleshoot the active X pop issue, follow the steps and check if it helps:
a) Open Internet Explorer.
b) Click on Tools menu and select Internet Options.
c) Under Security tab click on Custom level.
d) Scroll down to the ActiveX controls and plug-ins group, and ensure that all ActiveX options are set to either “Enable” or “Prompt”. Since the remote viewing software is published in an unsigned state, please make certain that the options “Download unsigned ActiveX controls” and “Initialize and Script ActiveX controls not marked as safe” are set to “Prompt”.
Hope this helps