Windows Internet Explorer is generating ActiveX Error Messages in Outlook 2

I am trying to figure out why the following error message is being generated in Outlook 2003:

Windows Internet Explorer
One or more ActiveX controls could not be displayed because either:
1) Your current security settings prohibit running ActiveX contols on this page, or
2) You have blocked a publisher of one of the controls.

As a result, the page may not display correctly.

OK

This error message is being generated on several machines and I haven’t been able to identify the cause.

Anyone out there have any suggestions?