It's Internet Explorer and as annoying as it might be it's a safety feature and not half as annoying as having to remove some malware because a malicious activeX control was allowed to run unabated.
Try the following settings and see if you still get the pop ups.
Open IE and go to Tools
> Internet Options
zone > Custom Level...
Scroll down to ActiveX controls and plug-ins
and set the following:
- Allow previously unused ActiveX controls to run without prompt is set to Disable
- Allow Scriplets is set to Disable
- Automatic prompting for ActiveX controls is set to Disable
- Binary and Script Behaviors is set to Enable
- Display Video and Animation on a webpage that Does not Use External Media Player is set to Disable
- Download signed ActiveX controls is set to Prompt
- Download unsigned ActiveX controls is set to Disable
- Initialize and script ActiveX controls not marked as safe is set to Disable
- Only allow approved domains to use ActiveX without prompt is set to Disable
- Run ActiveX controls and plug-ins is set to Enable
- Script ActiveX controls marked safe for scripting is set to Enable
to the prompt > OK