Do you require ActiveX for the website? If you do not, look into
Mozilla Firefox. Which is a much better alternative for searching the web than Internet Explorer.
There are ActiveX plug-ins available for Firefox, though.
As for your problem: Have you tried the following?
1. Start
2. Settings
3. Control Panel
4. Internet Options
5. Security tab
6. Reset all security zones to Default
And/or
1. Start
2. Settings
3. Control Panel
4. Internet Options
5. Advanced
6. Restore Defaults button.