Active X

I have tried to download active X but the yellow bar doesnt appear for me to allow it to download. There is a white box with a little box in the upper left hand corner with 3 little colored shapes instead. I have enabled all active settings thru the custom settings menu, I also get teh same thing when my friends emial me with pcitures , and I can not play videos now either...I tried system restore but still can not figure it out...HELP ME PLEASE> the tech thru Emachines took control of my comp and told me it was a problem with my AOL....whatever,,,,it does the same thing thru MSN...