For this to work you have to really, really loosen your security settings (generally NOT recommended)
You will need to add the website to your "Trusted Zone", then go into the custom settings (scroll about 1/2 way down the page) and change:
ActiveX controls and plugins - Enable (or prompt)... any of the settings that apply to your code (I think the very last one is the one you are hitting) -- "script ActiveX controls marked safe for scripting*"
That all said, unless you have a really, really good reason for doing this - you are opening up a major "hole" in your browsers security... step very carefully... and do not expect that other end users will be willing to do the same.