Have a look here:
#2: Per-zone control of Active X opt-in
You can disable Active X opt-in on a per-zone basis. It's enabled by default on the Internet and Restricted Sites zones for better security and disabled on the Intranet and Trusted Sites zones.
Hope this helps
sorry to bother you all again but my ie7 has a lot of active x units in it how can i tell which ones are good or bad and is there away to dump them or a program to help me tell which ones are good ? thank you