Hi, Endroo_Chow. Welcome to 2-Spyware.com forums!
ActiveX is a web technology from Microsoft. It can be used to enable sounds, animations, special effects, applets and other specific objects on certain web pages. ActiveX is highly integrated with the Windows operating system. That is why it is also often used to install software, sometimes, even without any user interaction. Take Microsoft Windows Update as an example. This service uses ActiveX scripts that allow it to check your system, suggest and install necessary updates. Unfortunately, a lot of malicious web pages use ActiveX too. But this time, for malicious purposes mostly. That is why it is highly recommended to disable ActiveX support and enable it only while visiting legitimate sites like Windows Update.
The reason why a site cannot run ActiveX controls might be quite simple. As you said, you use Mozilla Firefox mostly. And this web browser
does not support the ActiveX technology. The Internet Options you alter from the Control Panel affect Internet Explorer only. Mozilla Firefox has its own settings.
Still and all, you should scan your system with an anti-spyware program. Take a look on the
recommended anti-spyware software list. Furthermore, please provide the full address of a web site that asks you to enable support for ActiveX controls.