Some of the kids here are trying to use the site MyMaths.co.uk - Bringing Maths Alive, on windows 7 machines we're getting an activeX control being blocked and rather than prompting me to allow it like a good little web browser it isn't giving me any options at all

What GPs should i be looking at to allow this? i'm yet to properly configure the IE Windows 7 policys properly but this one is a bit urgent