ActiveX not working

[Adam.I]

Hey people, my ActiveX is playing up. When I go to 'certain' sites (not porn), it will open a dialog box and say something along the lines of 'ActiveX needs to be enabled to access, press ok' and after clicking yes, another will open saying 'click yes to gain access' it does this twice, then the internet page will just freeze. I go to Tool, Internet Options, click on Security tab, custom level, and choose 'Low', click Ok, then close the the page down, go back to settings and its gone back to medium. Any help would be appreciated... that's HELP.
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