In order to secure your web browser, you must change the setting on Internet Explorer by selecting tools then Internet options on the web browser tool menu. Select the security tab were you set the security level for Internet zone. The Internet zone is applied to all web sites that do not have customized security levels set. You can learn more about Internet security zones at http://www.microsoft.com/windows/ie/ie6/using/howto/security/setup.mspx.
The recommended setting for the Internet zone is high security setting. The high security setting will disable ActiveX, Active scripting, and Java. In the security setting for this zone, drag slider control up to high. You can further customize your security settings by clicking on the custom level. This gives you the ability to control security settings for the current zone. IF you plan on using only one browser, you will have to use trusted sites to have full capability of web sites that uses ActiveX and scripting.