active x controls

It seems like every time I pull up a web page,
a message box comes up that asks; would you like to
allow sofware such as active x controls and plug
ins.

Does anybody know how to keep my computer from asking
this?

Yes. Don’t use IE.

If you insist on it, there’s probably a setting under the security options to disallow all active-x controls, but I don’t know precisely where or how.