If you are running Windows Server 2008 or Windows Vista, click the warning message on the Internet Explorer Information bar, ...

If you are running Windows Server 2008 or Windows Vista, click the warning message on the Internet Explorer Information bar, point to Add-on Disabled, and then click Run ActiveX Control. When you do this, you may see a security warning. Make sure that the publisher for the ActiveX control is "Microsoft Corporation" before you click Run. 

If the Internet Explorer Information bar does not appear, you can enable the ActiveX control by using the Manage Add-ons tool on the Tools menu of Internet Explorer.