Open Internet Explorer. Go to Tools Menu> Internet Options.
Here click the tab "Security".
And click the Globe icon which is for Internet. And then click "Default Level" button. Here set the Slider either to "Medium" then check with Yahoo.
If this does not solve your problem, do this.
In the same tab, clikc Trusted Sites icon. And then click Sites button. Here enter the URL of your site and click ADD. Then UNCHECK the "Require Server Verification" option.
But, i suggest you to download and install SpywareBlaster, since ActiveX components are a major source of Spywares. By lowering the Security Level, risk is increased.
*www.javacoolsoftware.com/spywareblaster.html