trying to play a game via Messenger and getting an error "active objects required"

Hello,

One of the students in my Internet course has some problems with Live
Messenger.

When she tries to play a game with another chatpartner, she keeps getting an
error message stating that "active objects are required" and that she should
check whether she can install these active objects and then start the game
again. What kind of active objects are referred to here? As far as I know,
her Internet Explorer settings are standard. She uses Windows XP and Live
Messenger.

Thanks,

Lenny