ActiveX not allowed vs McAfee Software

Switched anti virus software, now I’m tryig to remove McAfee. When I go to control panel add/remove programs and try to remove McAfee I get a message to the effect Activex not allowed. Can’t remember the exact message and don’t want to try the remove again until I can ge ActiveX up as I beleive this is what is causing my Internet Explorer problems. I have more than once needed to do a system restore because my system won’t let me get to any system that uses cookies. When I look at my Internet options the box on the security tab that shows the different options, i.e. internet, etc is blank. Also if I try to use the slider at the bottom of the page it brings up Chineese looking symbols. Any ideas?

Thanks..
Bill