ActiveX warning poping up on almost every website.

I am a new network admin trying to remedy an issue that users are having. I have been receiving numerous user complaints of ActiveX warning when browning the web. Due to GPO settings, users are unable to change browser settings. Warning windows are not critical errors. They are stating that the ActiveX script that is attempting to run has been deemed safe and requests confirmation from the user to continue. I am trying to figure out how  to remote popup warning/errors. I am attaching a screenshot of the error being experienced.
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try this:
Internet Explorer
-> Tools
-> Internet Options
-> Security (*)
-> Select a zone - Internet
-> Custom level
-> Scroll almost to the bottom
-> ActiveX controls and plug-ins
-> Enable: Script ActiveX controls marked safe for scripting
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