Recently a few ActiveX exploits came out (and lots in the past) where the exploit could be mitigated by setting the "killbit" in your registry in Windows. We've talked about it alot at the Internet Storm Center, the ability to possibly mitigate potential client side exploits by not allowed IE to process ActiveX controls.
There is alot of confusion about what this means on behalf of the user. Well the (MSFT) Technet bloggers have put out a 3 part series about what this means. It's worth a read. Take a look here.
Or, don't use IE. Probably safer that way. I have an operating system I can suggest you switch to!
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