Time to dump IE
I haven't used Microsoft Internet Explorer (IE) for a couple of years now. I find that the simplest way to improve security is simply to not use Microsoft applications. It is odd to me, in fact, that on the one hand Microsoft touts how easy it is to write simple web apps with ActiveX, and on the other hand, they recommend that you turn the feature off for security reasons. The folks over at Lockergnome have done a pretty good job of explaining many of the reasons to stop using IE. Personally, I recommend Mozilla Firefox