Problem with activex controls IE/Mcafee

I am trying to install latest Mcafee antivirus but when trying to download the latest virus tables an error message says that it cannnot install/run activex controls due to secuity settings with IE but I have reset IE activex controls to allow installation. Has anyone had this problem with Mcafee as mcafee seem to not be able to have a solution!! is it the version of IE that is the problem?