As far as I can see you are on Windows 7 professional X 64. So you should have group policies.
Press Start, write gpedit.msc , right click, run as administrator.
Computer configurations -> Administrative templates -> windows components -> Internet Explorer -> Internet Control Panel -> Security Page -> Internet Zone -> "Download Unsigned Activex controls"
Double -click it, choose enable, and choose enable or prompt from drop down menu. Click apply or OK.