Sherie--It sounds like the page has some Flash content and wants to show it to you. But Flash cannot run if ActiveX controls are not allowed to run in your IE Security settings. If Flash cannot run, you will get that message.
It also sounds like you do not care about (have not missed seeing) the Flash content. If you find you have Flash installed, you should uninstall it per this reference
http://www.adobe.com/cfusion/knowled...fm?id=tn_14157
Once uninstalled, you should no longer get the error message.
Of course, it you want to see Flash content, you will not only have to have Flash installed, but will have to allow ActiveX controls to run. Post back if you want more detail.