Active-X and SP2 problem

My PC with SP2 refuses to allow the HP site to download and install an
active-ex script to check and see if I need updated software. HOW THE
$&*&^%$ bloody hell do I shut that damn thing off? I need this done. Do I
have to uninstall SP2 yet again to allow the HP site to install the script?
Clicking on the bar to allow it to download on my PC didn't work.

How do I get rid of these Sp2 pain in the ass security problems?

My PC is a HP w/W-XP Home/SP2 .

I'm the Owner Administrator of the PC and the only user.

TIA

FS~