Here are the answers to your questions, as well as some information I think you'll find valuable. Just get comfortable and reread at will.
* Yes, ActiveX is a commonly used as a way to breach a system, as it's not well protected. The fact that Firefox does not support ActiveX is one of the reasons the alternative browser is said to be more secure.
* ActiveX is not needed for most pages, but is for some, particularly those from Microsoft. Windows Update and Microsoft Office Update both require ActiveX to be enabled, as do some online security scanners.
* You didn't download ActiveX, as it's included in internet Explorer. What you actually downloaded as an ActiveX control, which was placed in the directory ''C:\WINDOWS\Downloaded Program Files''.
* ActiveX isn't the prime method os placing ads and obtaining tracking information from your computer. The main source of that is cookies, with a focus on Tracking Cookies.
* ActiveX and Java are two completely different technologies. While ActiveX is not often used and known as a possible security risk, Java is widely used in websites and poses very little security risk as long as you keep your computer properly updated.
* You cannot remove ActiveX, although you can disable it. To do so, open Internet Explorer, go tools->internet options, select the ''security'' tab, click ''custom level,'' and scroll down to the part about ActiveX. To completely disable ActiveX just mark ''disable'' for each subcategory. While this offers the best protection, it also requires you to enable ActiveX before visiting a site that requires it, such as Windows Updates. Thus, I'd suggest the following:
1.) Automatic prompting: enable
2.) Binary and script behaviors: disable
3.) Download signed ActiveX controls: prompt
4.) Download unsigned ActiveX controls: disable
5.) Initialize and script...: disable
6.) Run ActiveX controls and plusing: prompt
7.) Scripts ActiveX controls marked safe for scripting: prompt
* Java can be removed, but I'd recommend leaving it installed as a lot of sites require it in order to display graphics properly.
* For a little more protection, I recommend installing the free program Spyware Blaster, which will block a large list of known-nasty ActiveX controls, cookies, and websites from ever being loaded on your computer. It does not run in the background, so it does not use system resources, but it doesn't automatically update either, so you need to check for updates once a month or so.
* When it comes to tracking and ad-serving cookies, Internet Explorer simply does not provide any protection. While not all are bad (most sites use some form of advertising, including Cnet), they can be used to collect personal information and bombard you with a never-ending stream of pop-ups. Spyware Blaster will block some of the most common ones, but many will still get through. Thus, I recommend the free program AdAware, which is one of the best at finding and removing adware and tracking cookies. You'll want to run that at least once a week.
* You may want to consider switching to Firefox as your primary browser, which is much more secure by default, and can be customized to protect you from a host of nasties. You'll still need Internet Explorer for somes sites, but you should notice an immediate impact with Firefox as your primary browser.
Hope this helps,