In my house we like to download to Yahoo LAUNCH music video clips.
http://launch.yahoo.com/.  I use IE because Firefox and Opera do
not work on sites like this.

Following some warnings about Active-X I went to IE > Tools >
Internet Options > Security > Custom level > and set the following:

(1) Download signed Active-X controls - PROMPT
(2) Download unsigned Active-X controls - PROMPT
(3) Initialize and script Active-X controls not safe - PROMPT
(4) Run Active-X controls and plug-ins - PROMPT
(5) Script Active-X contols marked safe for scripting - PROMPT

The result now is that Yahoo LAUNCH (and other web sites) are
almost unusable because some message pops up asking if I approve of
this or that to do with Active-X.

I would *never* accept a program via Active-X whether it is marked
as safe or not.  So do I really need to switch off all these
Active-X options in order not be be exposed to some danger?

---

As a bit of background, I found this:
http://www.cs.princeton.edu/sip/java-vs-activex.html
"The main danger in ActiveX is that you will make the wrong
decision about whether to accept a program."

Is that the main danger?  That's all?  I can live with that!

But is that site incorrect in what it suggests?  Another site says:
"some security experts say ActiveX does not deserve its bad
reputation".  
http://www.newsfactor.com/story.xhtml?story_id=20390

So mayb eit is all overstated by some people?

Can you folks here please advise me on how to proceed.  Should I
set (4) about to ACCEPT?  Or instead should I use the "trusted
sites" feature in IE?  Or both?  Or something else?

Thanks!