We had a strange issue today where a third-party site that requires Flash would work under one user and not work under a different user. We first attempted all sorts of uninstall/reinstall, which did not fix the issue.
Eventually we found out that ActiveX filtering was turned on. This is a new feature in Internet Explorer 9. Supposedly it is off by default so the user must have turned it on somehow. You can either click on the little blue icon and turn it off for that website, or go into Safety Options and turn it off altogether.
This is one of those UI issues where Internet Explorer should let the user know a little more obviously that a control has been blocked (similar to a popup blocker notice). I don’t like any of the notifications that IE does, the URL bar is too hidden and it’s frustrating to have the bottom of my browser taken up by a hovering notification bar. Bring back the top notification bar!
The other issue I have is that the popupbox makes it sound like you are turning off all filtering when you are actually only turning it off for a particular website.
Here is some more information from Microsoft on ActiveX Filtering: