showing my ignorance … (ActiveX)

I have a bunch of ActiveX options turned off. I don’t really understand what each option does (what’s “run,” “script,” and “initialize”?). But anyway. I go to some sites and I get a “helpful” message via that new toolbar (which pops up and just shifts my whole page down which I find really annoying), Yahoo! being one of them, recently. The message reads, “Your security settings do not allow Web sites to use ActiveX controls installed on your computer. This page may not display correctly.”

Now my question is … I have ActiveX controls installed on my computer? What are ActiveX controls? I have absolutely no clue …

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