Internet Explorer->Tools->Internet Options,
select the "Security" tab. Select the "Internet" zone and hit the "Custom" button. Scroll down and you will see it.
Might as well default the rest of the zones while you are here, after you turn off ActiveX. Just select each of the zones and press the "Default" button to reset each zone to its unique security settings.
In the "Trusted" zone, you may have to add Microsoft so the auto updater will work. Just select that zone, uncheck the requirement for secure connection, and enter '*.microsoft.com' and press the "Add" button.
This will allow Microsoft's WEB site to run under the "Trusted" zone. You will see it in IE, lower right porting of status bar.