The problem lies within your browser settings, not your HTML code.
I have the same problem. I have to click on a box on just about every web page I load into my browser.
I haven't yet figured out which of the settings (from within "Tools/Internet Options/Privacy") to change, but I think when you discover which setting to change, it will decrease your privacy, or your security, or something like that.
sounds like it may be a script syntax error, though I would think that would be what it'd say instead of active X crap...the site above has some good code and tutorials, you might find an answer there.