What is an ActiveX Control and is it good or bad? What do I do about it?

When I browse on ';MYSPACE'; and try to go to some profiles I'll get a message that says ';click to run an ActiveX control on this page';. When I click ';ok'; the page closes and internet explorer closes automatically. Why does it do this and how do I fix it?What is an ActiveX Control and is it good or bad? What do I do about it?
Active X allows .exe programs to run on their own without your permission or knowledge. This can make cool interactions on webpages or it can also allow viruses to run themselves. Be careful what Active X you allow.What is an ActiveX Control and is it good or bad? What do I do about it?
An ActiveX control is Microsofts version of adding programming to a web page, like Java script, but they own it. Normally the warning comes up and when you click OK, something animated or mouseover, etc., is activated on the page. Why your page and browser shut down is beyond me.
Just click cancel/dont activate