I am running I.E.9 on Windows 7 Home Premium with Service Pack 1 and when I try to download ActiveX Control I receive the message "Internet Explorer Blocks This".How do I overcome this block and is there any danger in doing so?.

Before installing an ActiveX control ensure you trust the site that wants to install it as they can contain malware. If you still want to install it you should see a bar at the top or bottom of the screen with a button to install it. If not, check you don't have ActiveX Filtering enabled http://www.sevenforums.com/tutorials/149053-internet-explorer-9-activex-filtering-turn-off.html.
If you're still having problems post a screenshot showing message.

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