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ActiveX Error
Follow the solution provided here.
Installing ActiveX Control
Many Microsoft products (such as the Remote Desktop) require a special program be installed in Internet Explorer to run. When this happens (as you can see in this picture) Internet Explorer drops a yellow bar down that asks you if it’s ok to install the program (ActiveX control). All you have to do is press on the bar and accept the install and you are done. It will only ask you this once.