What can I do to prevent IE7 from blocking my own home webpage?

Hello folks, I have a question regarding restrictions on my home
webpage.
Every time I move from any webpage on the net to my home webpage in my
HDD I get a block message in IE8 saying:
----
To help protect your security, Internet Explorer stopped this site
from installing an ActiveX control on your computer. Click here for
options.
----

I know what this message means, but what bothers me is that the page
being 'blocked' is my home page.

What can I do to prevent IE7 from blocking my own home webpage?

Thanks in advance!!