Office 2000 help causes active x warning

Using Internet v5.0 and Office 2000 Pro. Everytime I try to use the help menu and select any item – I get a warning about internet security settings won’t allow active x’s to show – therefore, i can NEVER see the sample code, etc. I have checked my internet settings in control panel and turned all active x’s to enable (dangerous i know, but i’m desparate at this point – and VERY irritated with Microsoft). still getting the error message. Is there something else to be set?