Active X control does'nt work on my computer.?

Whenever I try to download picasa photo uploader or/yahoo tool I get a error message asking me to change settings,how do I go about this problem?where & how do I change my settings?and because of absence of active x controll I am not able to view Animated screen savers/graphics?

Answers:
If you are using Internet Explorer, Click on Tools, then click on Internet Options, then click the Security tab, Click on the internet icon and then click on the Custom Level, Enable active X controls and click ok.

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