If an Internet site tries to use scripting or ActiveX controls, a dialog box will prompt you to add the Internet site to ...

If an Internet site tries to use scripting or ActiveX controls, a dialog box will prompt you to add the Internet site to the Trusted sites zone.  If you have disabled this dialog box, you can re-enable it in Internet Explorer. On the Tools menu, click Internet Options. On the Advanced tab, select Display enhanced security configuration dialog.