In IE, how do I permanently say I don't want a plugin

I use IE and I don’t have Shockwave or Flash enabled. This means whenever I go to a page with those plugins, I get a prompt asking me if I want to install them. Is there a way to permanently say that I don’t want them?

Or perhaps, is there a way for me to create some sort of null plugin? That is, a plugin which doesn’t do anything, but I could say that it is the plugin for Shockwave. That way IE would pass the Shockwave info to the null plugin and nothing would happen.

I believe (though I could be wrong) you can get rid of the prompts by disabling “ActiveX Downloads.”

On the top menu in IE, go to Tools --> Internet Options --> Security

Then set the options for “Download Signed ActiveX Control” and “Download Unsigned ActiveX Control” to “Disabled”.