Click on the "Tools" menu and select "Internet Options".  Click on the "Security" tab. 

Click on the globe marked "Internet".   This will display a slider which, by default, is set to "Medium".  Click on the "custom" button.

Scroll down until you find the setting "Download unsigned ActiveX Controls".  Prompt this setting. Click OK as needed to save the setting. This step will allow you to download an unsigned ActiveX control.

Scroll down until you find the setting "Script ActiveX controls marked safe for scripting".  Enable this setting. Click OK as needed to save the setting. This step will allow the VBScript in the web page can interact with the OCX.