Blimmin W7 - Just want to see a crossword displayed on screen

Windows 7 Ultimate and l hold my hands up high, l'm baffled!
A daily newspaper (ie Daily Mail) crossword section -
Crossword | Puzzles | Mail Online
There's the page, blank as usual with the red cross in the box, top left, and a flashing bar in IE8 that says -
To help protect you security, Internet Explorer stopped this site from installing an ActiveX control on your computer. Click here for options...
Click on it and it's crap with no info whatsoever. All add ons are enabled so what does it expect me to include?
Can anyone else see the crossword using W7?
Grrrr this is really annoying me now!

Works on my win7 professional.
It uses java on my machine to display. Do you have java on your machine?

Thanks BB and sorry for not replying sooner.
Yep, have Java installed and it's up to date. Also checked IE, manage add ons, and it's there also (enabled).
Can't think of what to do next.
Regards

Have you got any restrictions on JavaScript? I notice that the Java Applet (crossword) will not run unless JavaScript is also allowed to run. You could try putting the site in the IE's 'Trusted sites' zone providing you trust it.

Don't think so. Tried entering it as a trusted site.
Really weird. It's a genuine site (ie The Daily Mail UK).
Coffee Break | Mail Online
Scroll down a tad and to the right under puzzles -
I can get into and display all sections (ie sudoku, jigsaw, word puzzles, and spot the difference) just can't display the crossword as it keeps showing the "red x", albeit java is ok?
A bit lost now.

Resetting IE might be worth a try. This would returns everything to the default settings, including security levels. It would mean setting up any customisations again though. The reset button is found under the 'Advanced' tab in Internet Options.

If that doesn't do it, then maybe look for something outside of IE. Perhaps a setting in a security program?

Now here's interesting.
Did what you suggested and then got a message to say that Adobe Flash required an update. Done that and now EVERYTHING l do within IE comes up with a warning box saying that a website wants to open web content using this program : Adobe Flash Player, Adobe Systems Incorporated. Allow or disallow.
Selecting "allow" doesn't work and l have to keep selecting it until it eventually goes away.
Am still getting used to W7 but must admit that l never had this problem when using IE under XP.
This could be the underlying problem to my very first question regarding displaying the crossword?
How do l get Adobe Flash to work without this message coming up every time, l'm baffled.

I think you should re-check your Java installation. I have checked the source code for that page and Java is all it requires.

Try restarting the computer just to see if that helps with the message. Apart from that, can you just confirm you are you using IE9? If getting the message with IE9, have read of these solutions. One is about resetting but there is something further to that.

Adobe Flash Player - Microsoft Answers

Edit: It doesn't hurt to have a second browser installed to see if any given problem also exists when running in that.

Thanks everyone, all comments are REALLY appreciated.
I'm on W7 Ultimate but reverted back from IE9 to IE8 as l just don't like IE9.
Whilst l use the website l quoted, viewing the crossword isn't my top priority and if l can't use it then l won't lose any sleep over it. However, because l can't access it that makes it a problem that l'm intrigued to find out why not. Grrrrrr!
I'm not into the programming side of things, but all l know is that when you get a box with a red cross, installing Java normally solves it (as cyclic says).
Got rid of the Adobe Flash Player message by restoring the system to a prior date.
Must admit that l haven't tried another browser to see if that works so will give it a whirl.
Thanks all for sticking with this. It's probably going to be a really stupid answer that solves it!