Explorer displays "one or more activex controls could not be displyed..." while trying to print labels

I am trying to print labels from data that is on a secure web site.  The labels display correctly but when I go to print, I get error "one or more activex controls could not be displayed because either:  
1 Your current security settings prohibit running Activex controls on this page, or
2 you have blocked a publisher or one of the controls.

What should I do to make the labels print?

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cyriazConnect With a Mentor Commented:
Check your Active X Settings as Follows:

Open Internet Inernet Explorer -> Tools->Internet Options->Security->Custom Level->Scroll Down to Active X control and Enable it.
calavera44Author Commented:
Hi, I did what you suggested.  I can print.  However, I enabled the activex controls, all of them.  I am going to go back after the client is done printing and reset them one by one  since I am getting a yellow bar on top of the page that says IE thinks my security settings are to "loose".  
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