ActiveX

Can anyone help in changing the security setting on a PC running NT IE6 SP6 so that ActiveX controls run. The Warning msg reads…

“This page provides potentially unsafe information to an ActiveX control. Your current security settings prohibit running controls in this manner. As a result, this page may not display correctly.”

I have gone into the properties and changed all setting (Internet, Lan, security) to the lowest settings but to no avail. The warning comes up even when I am using MS Help files.

Thank You.