Click tools

Internet options

Security tab

Select internet

Click custom level

FOR ACTIVE X:

Make sure they are either enabled or prompt for, except for Initialize,  and script activeX controls not marked as safe.

There are about 5 activeX settings

FOR JAVA:

Go to the same security settings

Scroll down until you see Microsoft VM

Java Permissions

Make sure that they are anything but disabled

Then go down to scripting

Make sure Scripting of Java Applets is enabled

It is likely you have a low high security settings, or have virus software that changes them all.