Depending upon assigned modules, you may be asked to download an ActiveX control.
ActiveX controls run like normal applications within your web browser, and so have more access to your computer than a standard web page.  This represents a possible security risk so Microsoft recommends that users fully trust the ActiveX publisher before allowing the control to be installed.  For this reason, the default Security Level for Internet Explorer does not allow ActiveX controls.
More information on Security Levels is available here.

As a registered user to this site, you should feel comfortable installing any ActiveX required by this site, but if you have any questions, please contact your system administrator.

In all cases, you must wait for the progress bar to complete, and wait for the "Done" message in the Internet Explorer status bar before proceeding.  If the ActiveX is installed or updated, then you are recommended to shut down all Internet Explorer windows and log back in.

Installing an ActiveX for the first time

Sign in into the web site.  If you have been assigned a module using an ActiveX control,  you will see a dialog warning of the download, and you will be asked to accept the install.  Please follow the steps shown below in the snapshots:
Step 1: Click on the highlighted bar
dialogWarning
Step 2: Click on Install ActivX Control...
dialogWarning2
Additionally, in the case of Windows Vista, you will be asked to give your permission by clicking on the Continue button in "User Account Control" window.
Step 3: Confirm that the Publisher is a Trusted Partner. Click on Install Button
installMap

Installing updates to the ActiveX

Periodically you may be asked to download an ActiveX after the initial download.  This indicates that an update to the ActiveX is available.  You will not be able to run the ActiveX functionality (eg. the map) correctly without downloading the update.  When this happens you will see the dialog warning of the download, see step 1, and you will be asked to accept the install.  Please follow the steps 1 to 3.