Yesterday, I upgraded to the latest ZA firewall.

Now I'm getting a message about ActiveX in a yellow strip at the top of my screen:
"Your security settings do not allow web sites to use ActiveX
controls installed on your computer.
This page may not display correctly.
Click here for options....."

I've clicked on the options block and "enabled" the settings I was directed to.....under Tools, Internet Options, etc....but that did no good.
I still get the message.

What did ZA change in my settings that has caused this message to appear?
How can I fix it?
Should I fix it?
How can I disable that message if I choose not to make changes in my security settings?
Thanks so much.

Operating System:Windows XP Home Edition
Software Version:6.0
Product Name:ZoneAlarm (Free)