1.) A prompt should be displayed in a yellow bar across the top of the browser window...left-click that bar and you'll be presented with the option of allowing/enabling the ActiveX control from that site.

2.) ActiveX is a technology from Microsoft that is used to display certain content, as well as 'interact' with your computer. It was meant as a benefit, but is now known to also pose a security risk. Thus, Microsoft's Internet Explorer now is set to prompt you by default, and other browsers, such as Firefox, omit the technology. For optimum security, it's best to always have it prompt you (though you can disable that by going tools->internet options->security->custom level), and be careful of what sites you do and do not let run and/or install ActiveX controls.

Hope this helps,
John