Warnings with ActiveX objects (jscript)

I?m running this code in local:

using an ActiveX object, and I always obtain a warning about the security of the ActiveX control.
I have change the browser’s security preferences (with lower security) but the message is always there! I?m building a prototipe using ActiveX
(Scripting.FileSystemObject) and i?mtrying to avoid that message every page. What can I do?
Thank you

Quique