Security warning in IE for ActiveX

In the HTML page, when we need some plugin (such as Macromedia flash player and etc), usually we’ll be prompt and ask whether want to trust the files from the site or not. We have to click “OK” in order to install the plugin. It’s the same for all the other activeX and plugins.

The problem:
One of my colleague wrongly click the “No” and since then … everytime he want to view the page … he can’t. It will prompt him a message saying since you not trust the files from the site, so the plugin / ActiveX cannot be run.

Does anyone know how to reset it so that it will ask whether want to trust the files from that site again?
Anyone know how to solve this?

Thanks.

Peter CCH