ActiveX security settings

I have started using Paltalk messenger with some international friends. I installed the program and got set up and it worked fine, until I reboot the PC.
At that point, when I try to turn on Paltalk, I get the following message:
"Could not create Palsound control. Please re-install Paltalk and check security settings for ActiveX controls." I re-installed Paltalk and checked the Firewall settings. I made sure that Paltalk was "allowed" access by the firewall. This is the McAfee firewall. (Windows firewall is OFF)
I continue to get this message when I attempt to turn on Paltalk.
Using HP pavilion PC (two years old) Vista O/S.
Can anyone help? How do I check security settings for ActiveX?
Thanks DJYoung