Active x control problems

Hi,
I am having problems with the active x control. whenever i try to download
something that requires active x to run it, or to run the page properly, i
get the security pop-up at the top of the screen, but when i install it, it
doesnt work. ive had many other problems with this pc (running windows xp
home edition), so i did a system recovery to reset all the settings. it
helped most my other problems, however, it did NOT allow the active x control
to be installed. please help.

Spike