ActiveX warnings: If you have switched "Initialise and script ActiveX controls not marked as safe" in your Local Intranet settings in Internet Explorer, and you are still getting the warning messages - try this:
1) Run regedit.exe
2) Goto HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\0
3) Modify key 1201 = 0
This sets your "My Computer" zone setting (which is not displayed in the Internet Options) to Enabled.