The only way that ActiveX would be required is if you are sending your e-mail in HTML mode AND the receiver has their browser set to "Prompt" for ActiveX. Sending e-mail as an HTML file opens the receiver to vulnerabilites. Try sending it as "text only" and there shouldn't be a problem. If you're using Outlook Express try changing it to "text" like this:

Open Outlook Express, then click on "Tools" in the upper left, choose "Options" from the menu. When that loads, click on the "Send" button. When that opens, in the "Mail Sending Format" section, place a dot/tick in the "Text" box. Do the same for the "News Sending Format", then click on "apply", then OK.

In addition, just for a "second opinion", try clicking on either, or both of the free online scanners below and run the scans that they provide:

Housecall Online Scanner

Panda Online Scanner

Hope this helps.