One of the advantages of having your own computer is all the things that you can do with it. From surfing the web, and holding instant audio / video conferences with friends and family, to paying your bills and maintaining data used in your various hobbies, your computer lets you do marvelous things.
Unfortunately, what your computer can do, the bad guys can use, if you don't stop them. Would you want unknown persons having access to lists of your bank accounts? Would you want unkown persons having the ability to create files and folders on your system, without you knowing about them? How about if somebody were to encrypt the contents of your system, and provide the ability for YOU to use what's on YOUR computer, only after you pay them?
Back when the web was just getting started, a browser (like Internet Explorer) was used to display text documents, that used hypertext to reference other documents. Then somebody added the ability to display pictures. Every web page needs at least a picture or two - look at the upper right portion of this windows - do you see the MVP logo? That's a picture (and one that I'm pretty proud of too). Click on the logo, and you can see my picture too.
Unfortunately, with every ability given to your browser, comes the ability of the bad guys to use that ability against you.
Are you using Internet Explorer right now? Download one of the absolutely neatest utilities that you can get for Windows NT based (NT, 2000, 2003, XP) operating systems. Process Explorer will tell you 100 times as many details as the native Windows Task Manager will. Process Explorer is free, and does not require any installation process - just drop it into an available folder. Please don't drop it into the root of C:, or anywhere into the C:\Windows structure - create a folder for it, such as "C:\Utilities", or "C:\Program Files\Process Explorer".
Now Process Explorer, and other utilities like it, is provided to us by SysInternals and Mark Russinovich, the guy who caught Sony with their pants down. You can trust anything from SysInternals (my professional opinion anyway). And you can trust anything else that I tell you about - really. I don't recommend any products - free or otherwise - that I don't use myself. But please don't indiscriminately download software from the web.
So, did you just download Process Explorer? Did you do that using Internet Explorer? If so, you used a scripting program known as ActiveX. That window, like a small Windows Explorer, that popped up asking you where to put the file being downloaded is written in ActiveX. A lot of small programs (we call them applets generally) are written in ActiveX. Unfortunately, the mini-Explorer applet, like most ActiveX scripts, can be used by you locally, or thru your browser.
What happens if you surf to Hackerz-R-Us, and download one of the games there? Do it using Internet Explorer, and you may find yourself Owned. An ActiveX script that has system level capabilities, and can be called from your browser, has enormous potential to do you harm.
Having said that, it would NOT be in your interest, even if you could, to delete the ActiveX libraries. Nor can you even remove ActiveX totally from Internet Explorer. Windows Update, which you absolutely better use regularly, depends upon ActiveX to update your system.
Short of something stupid, you can do several things.