How to turn off MSIE Active X warnings in XP *HOME* – not Pro?

How can I turn off those incredibly annoying constant “Script or Active X” warnings in MSIE 7 in XP *Home* ? I know that XP Pro has the Group Policy Editor, but I tried copying that to XP Home and it doesn’t work. I am trying to look at HTML pages on the computer and EVERY page pops up with a warning.

Don’t bother telling me to switch to Firefox–that is what I normally use. But I need to also use MSIE.

I noticed a link to some supposedly free software but I’m worried it might be malware.