ActiveX is a Microsoft component built in to all versions of Internet Explorer, so no need to download it, indeed I don't think it's available for download on it's own anyway.
Adobe Flash Player comes in two flavours depending on which web browser you use.
In Internet Explorer, Flash Player runs by using the ActiveX technology built in to IE.
In Firefox however, (& Opera etc.), Flash Player is installed as a "Plug-in" because those web-browsers don't understand ActiveX.
You automatically get the right 'flavour' because the Adobe Flash website can detect what web-browser you're using when you click the 'download' link.
You may want to try using Firefox instead of IE:
http://www.firefox.comApart from being 'snappier' in my experience, Firefox is also safer than IE, precisely because it has no ActiveX components. ActiveX is often used to 'Hijack' the host browser or deposit malware on the host PC.
Install Firefox then use it to visit the Flash Player download page here:
http://get.adobe.com/flashplayer/Before clicking "Agree & install now", ensure to untick the "Free Mcafee Scanner" unless you want it.
Countless people miss that altogether and wonder how Mcafee got installed.
Edited by phillipcorcoran, 20 July 2010 - 08:17 AM.