Active X Control Error Message

I hope someone can help me with this. In recently downlaoded Microsoft
Internet Explorer 6.0. I haev an older PC (Dell 1999) and am running Windows
98-Original Version. I get the following error message when I try to play
certain games"

"Page provides potentially unsafe information to an Active X control.
Current security settings prohibit running controls in this manner".

We cant find anything in "Tools" Internet Options" Security" or "Advanced"
that would cause this. Im out of options. Id appreciate a helping hand!!
Thanks.
.

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