XP/SP2 -- IE6 blocking Trend Micro Housecall scan

Use IE6 for monthly Trend Micro HouseCall scans, but IE6/SP2 Information bar has me stumped. I have the site at "trusted" status and done the following to allow the scan to occur, but IE is still blocking....

To stop blocking file and software downloads with the Information Bar
This procedure will allow Web sites to automatically prompt you when downloading files and software (bypassing the Information Bar).

Open Internet Explorer.
On the Tools menu, click Internet Options.
On the Security tab, click Custom Level.
Do one or both of the following:

To turn off the Information Bar for file downloads, in the Downloads section of the list, under Automatic prompting for file downloads, click Enable.
To turn off the Information Bar for ActiveX controls, in the ActiveX controls and plug-ins section of the list, under Automatic prompting for ActiveX controls, click Enable

I'm sorry I have little experience with IE, using alternate browsers for years. Many of the "online scans" require IE to run the scan, but I can't get past IE / SP2's current security settings. The HouseCall "Start Scan" view is blocked (little red x). Information bar states a "ActiveX" control setting issue. With the above done, what do I do next?
Thanks

 

Ramona "jogged" my memory --- reminded me I had "Enough is Enough" installed.
Has XP/IE6/SP2 security tools improved to allow removing "Enough is Enough "? Can IE6/SP2 be adjusted / set to allow it to run safely without 3rd party tools .. per ... Script and ActiveX management. By manage, can I grant privileges to a site without going in (turn things on) run ActiveX, Script and NOT have to return and turn things off (ActiveX, Script)... and not get burned.
Again I'm sorry if I sound naive (I am) when it comes to IE.. just don't have the browsing miles using it.